Topic: european-options Goto Github
Some thing interesting about european-options
Some thing interesting about european-options
european-options,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).
User: anjishtgosain
european-options,European option pricing, Black and Scholes Model
User: bottama
european-options,using the Inverse-Transform method to speed up options pricing simulations in R
User: chicago-joe
european-options,European option price and greeks graphs in Black-Scholes model using Matlab.
User: crodriguezvega
european-options,Lab assignments of Financial Engineering Course MA374
User: deepakgouda
european-options,Using Finite Element and Finite Difference Methods to Price European Options
User: ericjxshi
european-options,Financial Engineering
User: grantbaker576
european-options,European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
User: hsjharvey
european-options,Asian, American, European and barrier option pricing
User: itneri
european-options,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
european-options,📚SDE research and modelling in Finance📚
User: kirillzx
european-options,Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
User: lcsrodriguez
Home Page: https://lcsrodriguez.github.io/qf/cutting-edge/
european-options,Simple app to valuate price of financial instruments
User: marek-bauer
european-options,Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
User: olof98johansson
european-options,R package to compute implied volatility for European Options.
User: otrenav
european-options,A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
User: pmontalb
Home Page: https://pmontalb.github.io/FiniteDifferencePricing/
european-options,This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
User: pontazaricardo
european-options,Useful functions for Black–Scholes Model in the Julia Language
User: rcalxrc08
european-options,MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
User: rcolomina
european-options,Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
User: robertmorey
european-options,Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
User: robertmorey
european-options,Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
User: shashank-khanna
european-options,This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
User: tjespel
Home Page: https://tjespel.github.io/barrier-and-look-back-options/
european-options,Collection of functions for pricing european options
User: vettorefburana
european-options,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.
User: white07s
european-options,AMM Capped European Options
Organization: xdefilab
european-options,Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
User: xliunr
european-options,A scientific work focused on the studying of financial market modeling
User: xnd-r
european-options,Vanilla option pricing and visualisation using Black-Scholes model in pure Python
User: yzoz
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