Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
-
Updated
Mar 2, 2024 - Jupyter Notebook
Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
Simple app to valuate price of financial instruments
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
A scientific work focused on the studying of financial market modeling
MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
Financial Engineering
Collection of functions for pricing european options
Different methods for pricing options including Black Scholes, Binomial Models and Put-Call Parity
R package to compute implied volatility for European Options.
European option price and greeks graphs in Black-Scholes model using Matlab.
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
Lab assignments of Financial Engineering Course MA374
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
Using Finite Element and Finite Difference Methods to Price European Options
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
European option pricing, Black and Scholes Model
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Asian, American, European and barrier option pricing
📚SDE research and modelling in Finance📚
Add a description, image, and links to the european-options topic page so that developers can more easily learn about it.
To associate your repository with the european-options topic, visit your repo's landing page and select "manage topics."