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black-scholes-model

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lyndskg / black-scholes-cpp

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A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

cpp makefile optimization market-data low-latency hft-trading optimization-algorithms black-scholes implied-volatility blackscholes cpp20 options-trading heston-model brownian-motion options-pricing hestonmodel option-greeks stochastic-volatility black-scholes-model
  • Updated Apr 13, 2024
  • C++

dreamchef / Black-Scholes-options-pricing

Star 3

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

visualization data-visualization scientific-computing partial-differential-equations differential-equations financial-data financial-analysis mathematical-modelling black-scholes error-analysis financial-mathematics black-scholes-merton scientific-programming black-scholes-model
  • Updated Feb 19, 2024
  • Python

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