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Search results for option pricing black scholes
black-scholes
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option-pricing
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9 search results found
Pyoptionpricing
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157
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Pyfeng
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116
Python Financial ENGineering (PyFENG package in PyPI.org)
Proj_option_pricing_matlab
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115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Quantsbin
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76
Quantitative Finance tools
Fypy
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51
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Option Pricing
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51
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Algorithmic Trading
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33
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
Option Pricing Models
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16
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Option Scraper Blackscholes
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14
Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies
Jdmbs
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13
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Implement Option Pricing Model Using Python
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10
Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.
Dgm
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7
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
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1-9 of 9 search results
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