C++ exotic option pricer

Vrednovanje azijskih opcija

Pricing and sensitivity analysis for Exotics by Monte Carlo method

Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.

GHOptimal options protocol

This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.

Public Verison for option pricing documentation

Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.

Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

Exotic options by Monte Carlo

Option pricing code, mostly in python

Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

Monte Carlo option pricing algorithms for vanilla and exotic options

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