A short C++ calculator for pricing European call options using the Black-Scholes model.
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Updated
Jul 20, 2023 - C++
A short C++ calculator for pricing European call options using the Black-Scholes model.
Option pricing library for q by KX, includes implementations for Black Scholes, Monte Carlo, Cox-Ross-Rubenstein binomial and Garman–Kohlhagen models.
Some Overview Of Financial Derivatives
Compilation of select advanced options pricing models i.e. Black-Scholes, Monte-Carlo, Binomial
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.
An option valuation webapp in Python
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.
The repository contains various models for pricing options, including the popular Black-Scholes model, as well as more advanced models that take into account stochastic volatility, jumps and other factors.
Portable SIMD-based C++ option pricing library
Simple app to valuate price of financial instruments
Financial Math
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
Own trining code
This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP
📈 Desktop application for calculating fair pricing and Greeks of vanilla European options
Option Pricing Using the Black Scholes Formula
Black-Scholes derivatives pricing model implementation in Google Sheets.
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
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