Topic: black-scholes-merton Goto Github
Some thing interesting about black-scholes-merton
Some thing interesting about black-scholes-merton
black-scholes-merton,Global Markets Options Pricing
User: aaworks
black-scholes-merton,Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
User: andrewlyasoff
black-scholes-merton,This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
User: anjishtgosain
black-scholes-merton,Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
User: ashish1497
black-scholes-merton,European option pricing, Black and Scholes Model
User: bottama
black-scholes-merton,Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
User: bottama
black-scholes-merton,Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
User: caobittencourt
black-scholes-merton,Lab assignments of Financial Engineering Course MA374
User: deepakgouda
black-scholes-merton,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.
User: dreamchef
Home Page: https://lnkd.in/gUF5sJic
black-scholes-merton,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#.
User: gonewiththewind4
black-scholes-merton,Open source financial analysis software for valuation of various securities and derivatives.
User: hnash
black-scholes-merton,This is a web project developed in Python using Flask to perform financial valuation and modeling
User: huseynibrahimli
Home Page: https://www.valuecraft.de/
black-scholes-merton,Options Calculator written in C#
User: iceokoli
black-scholes-merton,Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
User: ilchen
black-scholes-merton,Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.
User: kamesh-k
black-scholes-merton,Black-Scholes-Merton Option Pricing application with Greeks written in C++
User: konstantinquant
black-scholes-merton,Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
User: louisww
black-scholes-merton,Black-Scholes-Merton functions for HP Prime calculators 🧮
User: marcperezpro
black-scholes-merton,A short C++ calculator for pricing European call options using the Black-Scholes model.
User: n-alex-goncalves
black-scholes-merton,Testing BS option pricing models
User: sarapeyko
black-scholes-merton,Differential equation problem specifications and scientific machine learning for common financial models
Organization: sciml
black-scholes-merton,This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation
User: shaurya-chandhoke
black-scholes-merton,بررسی و قیمت گذاری اوراق اختیار معامله موجود در بورس اوراق بهادار تهران و فرابورس ایران | Option pricing in Tehran stock exchange (TSE) and IranFarabourse (IFB)
User: sm-sokout
black-scholes-merton,A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Organization: techfanetechnologies
Home Page: https://techfanetechnologies.github.io/risk_free_interest_rate/RiskFreeInterestRate.json
black-scholes-merton,Application of Black Scholes model and computation of greeks of European style options in Python.
User: virajvaidya
black-scholes-merton,Option Calculator using Black-Scholes model and Binomial model
User: yuchenamberlu
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