3 results found Sort:

jkirkby3
PROJ_Option_Pricing_Matlab jkirkby3
66
176
mit
6
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
sabr options derivatives monte-carlo asian-option heston-model black-scholes quant-finance variance-swap barrier-option jump-diffusion levy-processes option-pricing bermudan-option lookback-option american-options european-options fourier-transform quantitative-finance stochastic-volatility-models
Created 2017-11-17
141 commits to master branch, last one about a month ago
yzoz
python-option-calculator yzoz
45
123
mit
3
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
greeks market options trading financial derivatives market-data econometrics black-scholes stock-options option-pricing options-trading european-options implied-volatility options-strategies trading-strategies derivatives-pricing quantitative-analysis
Created 2017-02-07
10 commits to master branch, last one 2 years ago
hsjharvey
Option-Pricing hsjharvey
27
92
mit
3
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
black-scholes exotic-option option-pricing american-options binomial-pricing european-options longstaff-schwartz
Created 2019-10-06
48 commits to master branch, last one 2 years ago