Topic: option-pricing Goto Github
Some thing interesting about option-pricing
Some thing interesting about option-pricing
option-pricing,Monte Carlo option pricing algorithms for vanilla and exotic options
User: 732jhy
option-pricing,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.
User: apurvshah007
option-pricing,FFT-based Option Pricing Methods in Python
User: arraystream
option-pricing,Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
User: artursepp
Home Page: https://github.com/ArturSepp/StochVolModels
option-pricing,A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
User: aureliano90
option-pricing,Rust library for quantitative finance.
User: avhz
Home Page: https://avhz.github.io
option-pricing,Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
User: bottama
option-pricing,Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
User: boyac
option-pricing,C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
User: bstemper
option-pricing,Collection of notebooks about quantitative finance, with interactive python code.
User: cantaro86
option-pricing,using the Inverse-Transform method to speed up options pricing simulations in R
User: chicago-joe
option-pricing,Black Scholes formula and greeks
User: daleroberts
option-pricing,Implementations of the Heston stochastic volatility model
User: daleroberts
option-pricing,Stochastic models to price financial options
User: donlelef
Home Page: https://vanilla-option-pricing.readthedocs.io/en/latest/
option-pricing,Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
Organization: frontmark
option-pricing,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.
User: hongwai1920
option-pricing,European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
User: hsjharvey
option-pricing,A DQN agent that optimally hedges an options portfolio.
User: ieshanvaidya
option-pricing,Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.
User: jcfrei
option-pricing,Python Code for Option Analysis
User: jenniferab32
option-pricing,A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
User: jerryxyx
option-pricing,An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
User: jirotubuyaki
option-pricing,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.
User: jkirkby3
option-pricing,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
option-pricing,Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies
User: jknaudt21
option-pricing,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.
User: krivi95
option-pricing,By means of stochastic volatility models
User: longonly
option-pricing,A nimble options backtesting library for Python
User: michaelchu
Home Page: https://github.com/michaelchu/optopsy/wiki
option-pricing,Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
User: msabvid
option-pricing,Solving High Dimensional Partial Differential Equations with Deep Neural Networks
User: pooyasf
option-pricing,Financial Models using vba script and Python
User: prabhupavitra
option-pricing,Python Financial ENGineering (PyFENG package in PyPI.org)
Organization: pyfe
option-pricing,Courses, Articles and many more which can help beginners or professionals.
User: pypatel
option-pricing,Quantitative Finance tools
User: quantsbin
option-pricing,C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
User: rburkholder
option-pricing,Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
User: robin-guilliou
option-pricing,A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
User: romanmichaelpaolucci
option-pricing,Library for simulation and analysis of vanilla and exotic options
User: romanmichaelpaolucci
Home Page: https://medium.com/p/3a2bfab5ff66/edit
option-pricing,A Python library for mathematical finance
User: romanmichaelpaolucci
option-pricing,A SIMD based black scholes pricer using the http://crates.io/wide crate
User: ronniec95
option-pricing,C++ implementation of rBergomi model
Organization: roughstochvol
option-pricing,A Python implementation of the rough Bergomi model.
User: ryanmccrickerd
option-pricing,Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
User: shashank-khanna
option-pricing,Links for the most relevant topics
User: shehio
option-pricing,Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
User: sumit090594
option-pricing,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 Technical Analysis.
Organization: techfanetechnologies
Home Page: https://techfanetechnologies.github.io/QtsApp/
option-pricing,Interactive app to monitor market using Python
User: vinaykale64
Home Page: https://stock-app-vk94.herokuapp.com/
option-pricing,A python program to implement the discrete binomial option pricing model
User: vivekpa
option-pricing,Vanilla option pricing and visualisation using Black-Scholes model in pure Python
User: yzoz
option-pricing,A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
User: zewenshen
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.