Option Calculator using Black-Scholes model and Binomial model

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

Differential equation problem specifications and scientific machine learning for common financial models

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.

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

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.

Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

An options trading bot

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).

Lab assignments of Financial Engineering Course MA374

Experience the convergence of reinforcement learning and finance in this project, which implements a Q-learning agent for option pricing under the Black–Scholes model. Leveraging Monte Carlo simulation, B-spline basis functions, and a variance-based reward, the agent learns optimal hedging strategies to generate accurate, risk-neutral option price.

Professional-grade options pricing and analytics platform with real-time market data, advanced visualization, and multiple option pricing models.

HPR Rocket Simulator

An intuitive and versatile options library.

(C++) Batch Option Pricer with Analytical and Numerical Sensitivities

European option pricing, Black and Scholes Model

Application of Black Scholes model and computation of greeks of European style options in Python.

An interactive dashboard for options analyses

Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation

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#.

This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation

(C++) Monte Carlo Option Pricer with Euler-Maruyama Discretization

A short C++ calculator for pricing European call options using the Black-Scholes model.

A small vibe-coded single page app to dynamically graph theta and delta vs DTE for stock options by the Black-Scholes-Merton formula.

This project analyzes stock market data, implements option pricing models (Binomial Trees, Black-Scholes-Merton and Monte Carlo Simulation), evaluates hedging strategies and constructs an optimized portfolio. It integrates derivative valuation with portfolio analysis to provide insights into risk management and investment decision-making.

This is a web project developed in Python using Flask to perform financial valuation and modeling