A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

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

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.

Real time stock and option data.

A Python library for evaluating option trading strategies.

Different methods for pricing options including Black Scholes, Binomial Models and Put-Call Parity

Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.

Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options

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

Python Financial ENGineering (PyFENG package in PyPI.org)

This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP

This project uses Black Scholes model to assist option sellers in determining rational prices for the options.

Repo with implementation of options pricing simulators

Financial Math

Useful functions for Black–Scholes Model in the Julia Language

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

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

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

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.

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).