A short C++ calculator for pricing European call options using the Black-Scholes model.
-
Updated
Jul 20, 2023 - C++
A short C++ calculator for pricing European call options using the Black-Scholes model.
Portable SIMD-based C++ option pricing library
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
Repo with implementation of options pricing simulators
School project : implementation of several pricing methods for American / European / Asian options.
Accompanying C++ code for the TastyHedge blog
A scientific work focused on the studying of financial market modeling
An option pricing demo. Three option pricing models with their Greeks.
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
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).
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Add a description, image, and links to the black-scholes topic page so that developers can more easily learn about it.
To associate your repository with the black-scholes topic, visit your repo's landing page and select "manage topics."