Real time stock and option data.

Python Financial ENGineering (PyFENG package in PyPI.org)

Option Calculator using Black-Scholes model and Binomial model

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

A Python library for evaluating option trading strategies.

Simple 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.

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Financial Derivatives Calculator with 168+ Models (Options Calculator)

High-frequency statistical arbitrage

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

Implementations of Leading Algorithms in Quantitative Finance

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Differential equation problem specifications and scientific machine learning for common financial models

Useful functions for Black–Scholes Model in the Julia Language

Currency Binary Option Pricing with 3 methods and implied smile

Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving the following PDEs

Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.