Quantitative Finance tools
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
Automated Option pricing using the Black-Scholes Financial Model
Black-Scholes Option Pricing & P&L (Profit and Loss) Simulator
`stockhealth` is a Python package built for investment management and analysis of security in US stock exchange.
Black-Scholes Model - Implementation of the Black-Scholes Model for European option call/put pricing with features including calculating option prices based on market parameters, estimating implied volatility, live data using Yahoo Finance API, heatmap visualisation and visualising option prices against different factors...
SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloomberg for Equity Option Vol Surface Construction.
Python CLI tool to calculate Black–Scholes option price and Greeks (Delta, Gamma, Vega, Theta) with plotting features.
A physics-agnostic orchestration layer for the Parareal algorithm, with a PINN + Crank–Nicolson reference workflow, designed to accept any coarse or fine propagator (numerical or ML surrogate) and run in serial, multiprocessing, or MPI execution modes.
Option Price Calculator using the Black-Scholes Model. Access the website below.
Python library for option pricing: Black-Scholes closed-form, Greeks, implied volatility, and Monte Carlo for American/Asian options.
Terminal Black-Scholes calculator. Calculates greeks and compares to live options chain data to measure deviations
Options pricing algorithm that values the call or put using the Black Scholes Model with real time data
Real-time quantitative risk analytics & predictive volatility suite for Nifty 50 options using Black-Scholes, XGBoost, and Isolation Forest.
To associate your repository with the blackscholes topic, visit your repo's landing page and select "manage topics."