3 results found Sort:

quantsbin
Quantsbin quantsbin
68
471
mit
15
Quantitative Finance tools
python quants finance options derivatives blackscholes binomial-tree option-pricing derivative-pricing monte-carlo-methods quantitative-finance monte-carlo-simulation
Created 2018-07-04
18 commits to master branch, last one 3 years ago
boyac
pyOptionPricing boyac
28
277
unknown
4
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
volatility derivatives blackscholes option-pricing investment-banking
Created 2017-06-03
122 commits to master branch, last one 2 years ago
gabrielepompa88
pyBlackScholesAnalytics gabrielepompa88
28
106
mit
9
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
quant greeks finance tutorials derivatives educational profit-loss blackscholes digital-options option-strategies derivatives-pricing educational-project portfolio-management quantitative-finance
Created 2020-08-11
230 commits to master branch, last one 3 years ago