Programmings skills application in derivative pricing
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Updated
Nov 9, 2023 - R
Programmings skills application in derivative pricing
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
optionsAnalytics code and pricing analysis.
Utility functions for financial market coding in .NET Core
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Calculator to value Employee Stock Purchase Plans (ESPPs)
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
The repository contains various models for pricing options, including the popular Black-Scholes model, as well as more advanced models that take into account stochastic volatility, jumps and other factors.
📈 Desktop application for calculating fair pricing and Greeks of vanilla European options
Black-Scholes derivatives pricing model implementation in Google Sheets.
Implementing the binomial option pricing framework in Python for educational and analytical use
Calibration of options pricing models to S&P Index options (both calls and puts) at various maturity dates
School project : implementation of several pricing methods for American / European / Asian options.
Educational and practical tool for estimates of Option Pricing and calculations of Greeks using the Black-Scholes Mathematical Model.
A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method
Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options
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