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

Vrednovanje azijskih opcija

GHOptimal options protocol

Public Verison for option pricing documentation

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

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

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

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

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

Option pricing code, mostly in python

Exotic options by Monte Carlo

Pricing and sensitivity analysis for Exotics by Monte Carlo method

C++ exotic option pricer

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