Real time stock and option data.

Financial Derivatives Calculator with 168+ Models (Options Calculator)

A Project to identify option arbitrage opportunities via Black Scholes. This is referred to as 'Option Arbitrage Trading' which seeks to neutralize certain market risks by taking offsetting long and short related securities.

Useful function for Black and Scholes Model in the Julia Language

Option Calculator using Black-Scholes model and Binomial model

Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Predict stock market pricing over 180 minutes using Black-Scholes stocastic modelling and parallel Monte-Carlo simulations.

Python Option Visualisation and Pricing using Black-Scholes Model

Differential equation problem specifications and scientific machine learning for common financial models

Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Implementations of Leading Algorithms in Quantitative Finance

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Currency Binary Option Pricing with 3 methods and implied smile

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.

Visualize options portfolios like rainbows

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).

European/American/Asian option pricing module. BSM/Monte Carlo

Cryptocurrency option analysis, with theoretical value and greek calculations.

Calculate Black Scholes Implied Volatility - Vectorwise

We apply Finite Element Method (FEM) for option pricing problem under Heston's Model.

Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation

Financial modelling, derivatives, investments

Model of price variation over time of financial instruments such as stocks that can, among other things, be used to determine the price of a European call option

This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk, probability theory, finance background were the key aspects of this course.

PHP SDK developed by @caymanbrothers, @GloomBerry and @stefankuehnel for the analysis and valuation of equity derivative options.

Testing machine learning algorithms based on options features to see whether they are more accurate than Black-Scholes formula and creating a classifier to determine whether Black-Scholes will over- or under-estimate the price of the option.

The R code of the "Sum of all Black-Scholes-Merton models" paper

JavaScript library for analytical pricings of financial derivatives under (log)normal distribution assumptions