European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Monte Carlo option pricing algorithms for vanilla and exotic options
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Option pricing code, mostly in python
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Exotic options by Monte Carlo
Vrednovanje azijskih opcija
Public Verison for option pricing documentation
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.
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.
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