This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP
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Updated
Jun 5, 2024 - Jupyter Notebook
This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
A short C++ calculator for pricing European call options using the Black-Scholes model.
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.
This is a web project developed in Python using Flask to perform financial valuation and modeling
The code here is used for several basic financial models and methods, including Black Scholes formula, Monte Carlo Simulation, etc. The codes in this repository are written with C#.
Open source financial analysis software for valuation of various securities and derivatives.
This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation
Black-Scholes-Merton functions for HP Prime calculators 🧮
Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options
Global Markets Options Pricing
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models
Master's Degree Thesis: Applying Reinforcement Learning to Option Pricing and Hedging
Black-Scholes-Merton Option Pricing application with Greeks written in C++
European option pricing, Black and Scholes Model
Implementation of Streamlit Application for Option Pricing Prediction - Portfolio Development Aider is currently under development
Application of Black Scholes model and computation of greeks of European style options in Python.
بررسی و قیمت گذاری اوراق اختیار معامله موجود در بورس اوراق بهادار تهران و فرابورس ایران | Option pricing in Tehran stock exchange (TSE) and IranFarabourse (IFB)
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