A Python library for evaluating option trading strategies.
Open Source Options Analytics Platform.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Option Calculator using Black-Scholes model and Binomial model
Generate probability distributions for the future price of publicly traded securities using options data.
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.
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Writing financial contracts in Julia
Real-time & historical data API for US stocks and options
MIT Trading Competition algorithmic trading of options and securities
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
Library to collect NSE data in pandas dataframe
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
3D Volatility surface visualization in the browser
Currency Binary Option Pricing with 3 methods and implied smile
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
Options P/L in React
Add a description, image, and links to the options-pricing topic page so that developers can more easily learn about it.
To associate your repository with the options-pricing topic, visit your repo's landing page and select "manage topics."