Useful functions for Black–Scholes Model in the Julia Language
Monte Carlo Simulation for Option Pricing Using MATLAB and Python
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options
📚SDE research and modelling in Finance📚
Simple app to valuate price of financial instruments
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
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.
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Using Finite Element and Finite Difference Methods to Price European Options
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
Asian, American, European and barrier option pricing
Collection of functions for pricing european options
Financial Engineering
European option pricing, Black and Scholes Model
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