Giter Site home page Giter Site logo

dreamchef / black-scholes-options-pricing Goto Github PK

View Code? Open in Web Editor NEW
3.0 1.0 0.0 5.37 MB

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

Home Page: https://lnkd.in/gUF5sJic

License: GNU General Public License v3.0

Python 100.00%
black-scholes black-scholes-merton black-scholes-model data-visualization differential-equations error-analysis financial-analysis financial-data financial-mathematics mathematical-modelling

black-scholes-options-pricing's Introduction

Twitter Follow LinkedIn Towards Data Science YouTube

Kaggle HackerRank

Hi! I'm Dani. As a lifelong innovator, my goal is to advance the integration of Machine Cognition with Human Interfaces, so that everyone, from architect to scientist to operator, has access to the tools they need to learn, think, work, and play at their best and sharpest capability. Great thinking should be experienced!

black-scholes-options-pricing's People

Stargazers

 avatar  avatar  avatar

Watchers

 avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.