An option pricing demo. Three option pricing models with their Greeks.

A short C++ calculator for pricing European call options using the Black-Scholes model.

😱 This Python script provides a comprehensive analysis of stock options using data retrieved from Yahoo Finance. It calculates various metrics such as implied volatility, historical volatility, intrinsic value, and time value for stock options. The analysis is based on the Black-Scholes option pricing model and historical stock price data.

Independent Study of Stochastic Calculus

This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk,…

(Put on hold temporarily) The simple option pricer written in Python. The structure and development path is inspired by the book "Numerical Methods in Finance with C++" , M.Capiński & T. Zastawniak. This will be a base to start playing with automatic differentation.

Some Overview Of Financial Derivatives

Pricing of binary options using Black-Scholes formulas

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.

Simple Black-Scholes algorithm. This project was for the course CS with Python (M.Sc Stochastics and Data Science UniTo)

Compilation of select advanced options pricing models i.e. Black-Scholes, Monte-Carlo, Binomial

Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.

This project just showcases that I'm able to use R Programming on Rstudio/Jupyter/Colab but I also am able to apply it to mathematical/finance models such as Black Scholes, and much more if needed from my studies.

Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation

Financial Mathmatics Concepts with theory & visualizations

Python/Streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy

This is a binomial tree program that prices European single-barrier knock-in calls on a dividend-paying stock, and also determines the relative error based on the call price using the Black-Scholes model.