Financial Derivatives Calculator with 168+ Models (Options Calculator)
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Updated
Jul 17, 2024 - C++
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Repo with implementation of options pricing simulators
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).
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
Accompanying C++ code for the TastyHedge blog
Portable SIMD-based C++ option pricing library
A short C++ calculator for pricing European call options using the Black-Scholes model.
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
School project : implementation of several pricing methods for American / European / Asian options.
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 scientific work focused on the studying of financial market modeling
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
An option pricing demo. Three option pricing models with their Greeks.
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