black-scholes-merton
Here are 34 public repositories matching this topic...
(C++) Monte Carlo Option Pricer with Euler-Maruyama Discretization
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Oct 2, 2024 - C++
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
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Dec 16, 2021 - R
A website for pricing options using black scholes model and different monte carlo methods
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Sep 23, 2024 - HTML
A short C++ calculator for pricing European call options using the Black-Scholes model.
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Jul 20, 2023 - C++
This is a web project developed in Python using Flask to perform financial valuation and modeling
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Feb 11, 2024 - Python
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
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Feb 19, 2024 - Python
This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP
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Jun 5, 2024 - Jupyter Notebook
(C++) Batch Option Pricer with Analytical and Numerical Sensitivities
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Oct 7, 2024 - C++
The code here is used for several basic financial models and methods, including Black Scholes formula, Monte Carlo Simulation, etc. The codes in this repository are written with C#.
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Mar 20, 2019 - C#
Open source financial analysis software for valuation of various securities and derivatives.
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Jul 31, 2023 - C#
This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation
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Mar 27, 2024 - TypeScript
Black-Scholes-Merton functions for HP Prime calculators 🧮
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Feb 12, 2022
Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models
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Jul 2, 2024 - Python
Global Markets Options Pricing
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May 2, 2024 - Python
Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options
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Jun 16, 2024 - Jupyter Notebook
Master's Degree Thesis: Applying Reinforcement Learning to Option Pricing and Hedging
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May 15, 2024
Black-Scholes-Merton Option Pricing application with Greeks written in C++
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Oct 8, 2021 - C++
European option pricing, Black and Scholes Model
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Mar 6, 2021 - Python
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