boyac / pyOptionPricing

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Date Created 2017-06-03 (7 years ago)

Commits 123 (last one 27 days ago)

Stargazers 284 (0 this week)

Watchers 4 (0 this week)

Forks 29

License unknown

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RepositoryStats indexes 564,918 repositories, of these boyac/pyOptionPricing is ranked #135,574 (76th percentile) for total stargazers, and #366,376 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #23,190/111,200.

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All Topics

volatility derivatives blackscholes option-pricing investment-banking

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5 commits on the default branch (master) since jan '22

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The only known language in this repository is Python

updated: 2024-09-21 @ 01:16am, id: 93248069 / R_kgDOBY7aRQ