Awesome Open Source
Search
Programming Languages
Languages
All Categories
Categories
About
Search results for python option pricing
option-pricing
x
python
x
24 search results found
Financial Models Numerical Methods
⭐
5,086
Collection of notebooks about quantitative finance, with interactive python code.
Optopsy
⭐
832
A nimble options backtesting library for Python
Q Fin
⭐
275
A Python library for mathematical finance
Pyoptionpricing
⭐
157
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Pyfeng
⭐
116
Python Financial ENGineering (PyFENG package in PyPI.org)
Quantsbin
⭐
76
Quantitative Finance tools
Stochvolmodels
⭐
65
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Qtsapp
⭐
59
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega, Gamma, Vanna, Charm, Speed, Zomma, Color, Volga, Veta at an interval of a second and visually displays the trend in various indicators useful for Techn
Fypy
⭐
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
⭐
51
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Algorithmic Trading
⭐
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.
Binomialoptmodel
⭐
28
A python program to implement the discrete binomial option pricing model
Rough_bergomi
⭐
28
A Python implementation of the rough Bergomi model.
Fftoptionlib
⭐
24
FFT-based Option Pricing Methods in Python
Optionanalysis
⭐
20
Python Code for Option Analysis
Hdp
⭐
18
A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
Market Monitor
⭐
16
Interactive app to monitor market using Python
Option Pricing Models
⭐
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.
Lp Option Hedging
⭐
14
A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
Deep Ppde
⭐
14
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Vanilla Option Pricing
⭐
10
Stochastic models to price financial options
Implement Option Pricing Model Using Python
⭐
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.
Financial Modeling
⭐
8
Financial Models using vba script and Python
Least Square Monte Carlo
⭐
7
A Program to calculate the price of American put or call option with Least Square Monte Carlo
Asian Option Pricing
⭐
7
Pricing Asian options using finite difference schemes in Python
Dgm
⭐
7
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
Finitedifference_pricing
⭐
5
Pricing derivatives using the explicit finite-difference method
Related Searches
Python Deep Learning (17,859)
Python Script (17,096)
Python Docker (14,113)
Python Jupyter Notebook (12,976)
Python Pytorch (7,877)
Python Keras (6,821)
Python Pandas (6,193)
Python Shell (5,055)
Python Matplotlib (3,776)
Python Neural Network (3,491)
1-24 of 24 search results
Privacy
|
About
|
Terms
|
Follow Us On Twitter
Copyright 2018-2024 Awesome Open Source. All rights reserved.