This Repo contains some of the work I've done for LUISS Guido Carli University, Rome, Italy, in the field of financial Option Pricing.
To firstly understand what Options are and what are the main models in literature to price them, my advice is to read my Bachelor's Degree Thesis, which is a comparison and Excel implementation of some of the best models in literature: From Black-Scholes to Heston - Applycability to the financial markets (in italian)
After, you may follow the implementation of a Deep Learning model that outperformed Black-Scholes model on a nearly 1'000'000 Options dataset:
- Option Pricing - A comparison between Black-Scholes model and a Deep Learning approach (my Master's degree Thesis)
- Data Preparation
- Black-Scholes implementation
- TensorFlow implementation
Hope this may be useful for someone who wants to know more about Finance and Python