Options P/L in React
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Updated
Jul 12, 2023 - JavaScript
Options P/L in React
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Desktop application for theoretical visualization of financial derivatives, using PyQT, Cython, and OpenGL.
Declarative approach to financial derivatives on Ethereum
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
This is a repository that cosists of my files produced when learning from the book: 基于Python的金融分析与风险管理第二版
European style options protocol felt-powered by Optio Standard
A significantly sized (~800 LoC) interview assignment, for which I wrote Ethereum smart contracts (and associated automated tests) to create a financial derivative product
A point relaxation algorithm for pricing and computing optimal exercise boundaries for American options
Some Overview Of Financial Derivatives
A standard interface for managing tokenized rights and obligations
This project implements an options pricing model based on the Black-Scholes formula, featuring visualizations and Greek partial derivatives for in-depth analysis.
This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP
This repository contains my Financial Derivates course content with implementation in Python on stocks containing Portfolio Optimization, technical analysis, operations on series and dataframes, grouping, aggregations, time series, trends and visualization (Using numpy, pandas, matplotlib etc).
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