Option Calculator using Black-Scholes model and Binomial model

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

A python program to implement the discrete binomial option pricing model

Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

A (very) fast Rust library for quantitative finance.

Financial modelling, derivatives, investments

Weekly exercises of the course of Stochastic Methods for Finance.

The binomial tree model is a commonly used approach for pricing derivatives, such as options. The basic idea behind the model is to create a tree of possible stock prices over time, based on a set of input parameters

Find arbitrage-free initial price for options in the CRR binomial options pricing model

Jupyter notebooks implementing Finance projects

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

Comprehensive finance tools for options pricing (Black-Scholes, Monte Carlo, Binomial) and stock analysis (RSI), built with Python and Next.js

Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)

Analysis of local adaptation on Medicago for French institute INRA

A variation of the Binomial Model to create series with scaling and multifractal properties.

Options Pricing Project

The project can be split into different sub-projects (easy difficulty: replication of the published meta-analysis for evidence of gender bias in hiring decisions; medium for newer modelling). Requires skills in R and will require some learning on Bayesian modelling.

Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options

💰 Discover arbitrage opportunities with this trading bot and start your journey to passive income by automating profit from price differences across exchanges.

Calculate the value of a European or American put/call in n periods in R.

This repo includes Prediction with Binomial Logistic Regression.

Transparent, modular, and adjustable binomial options pricing model

Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.

Calcula el valor de un put/call a n periodos en Python con diagrama de precios.

Lighting the way in options pricing

Logistic regression and stochastic gradient descent approaches used to predict a binomial variable

using binomial model, black-scholes model, and monte-carlo simulation to calculate fair premium price for call/put options of any stock

Yong CKL, Soh MCK, Samsuri AN, Lim KN, Er KBH (2024). Trapping efficacy of invasive crows is affected by environmental factors and deployment history [Dataset]

Scripts for option pricing (European/American) and FX arbitrage opportunities.