An Option pricing app based on legacy models like BSM and Garch(1,1) which takes in inputs like Days to expiry, Strike price, Spot price, Volatility etc to output the BSM calculated Option Price

Implements multiple models to price vanilla options. Exotic option pricing features coming soon!

This is a web project developed in Python using Flask to perform financial valuation and modeling

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.

Non-exotic and exotic option price simulator using Monte Carlo simulation

Modeling option prices of Bitcoin indices on a specified time interval.

Personal calculators for finance in R

This project provides an implementation of the American Option pricing model using Binomial Trees. American Options offer the unique feature of being exercisable at any time prior to expiration, adding complexity to the pricing process.

Compilation of select advanced options pricing models i.e. Black-Scholes, Monte-Carlo, Binomial

An Example of Markov Chain and multinominal option pricing. As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method…

Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data

A shiny app that allows you to compare the calculation speed of the Cox-Ross-Rubinstein (CRR) option pricing model implemented in R, Java and C++.

My Master's Thesis Project : MC LRV and ANNs for Financial Derivative Pricing

Calculation of Value at risk and Expected shortfall(CVaR)

Option pricing using PDE methods in .Net.

This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP

Quantitative Finance for humans

Discrete Time pricer of various finance options.