Topic: implied-volatility Goto Github
Some thing interesting about implied-volatility
Some thing interesting about implied-volatility
implied-volatility,Sensitivities of Prices of Financial Options and Implied Volatilites
User: ahudde
implied-volatility,Option modelling in the Jump Diffusion Model
User: andreamac7
implied-volatility,Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.
User: anthonyli01
implied-volatility,Interactive Implied Volatility Surface Explorer
User: ashayp22
Home Page: https://ashayp22.github.io/volatility-surface-explorer/
implied-volatility,Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
User: ashish1497
implied-volatility,Options pricing with JAX.
User: beshjp
implied-volatility,MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
User: boyla950
implied-volatility,Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
User: caramel2001
implied-volatility,Computing implied volatility by Newton-Raphson method
User: cloudy-sfu
implied-volatility,Implied volatility of options
User: cmhein
implied-volatility,
User: danniehammond
implied-volatility,Use of LSTM to predict the implied volatility skew in financial markets
User: ektoravlonitis
implied-volatility,Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
User: enricoschumann
Home Page: http://enricoschumann.net/NMOF
implied-volatility,Calculate Black Scholes Implied Volatility - Vectorwise
User: erkandem
Home Page: https://erkandem.github.io/calcbsimpvol/
implied-volatility,Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility, Stock Options, Annualized Rate of Return
User: fanzhenya
implied-volatility,Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
User: gauss314
implied-volatility,Data and program associated with "Predicting equity premium with implied volatility spreads" by Cao, Simin, and Xiao, Journal of Financial Markets, 2020
User: han-xiao-psu
implied-volatility,A collection of my own Quantitative Finance guides covering various topics.
User: hjstobart
implied-volatility,3D Volatility surface visualization in the browser
User: hyobyun
implied-volatility,🦋An OpenBB Platform Extension to connect to ORATS 🦋
User: jjfantini
Home Page: https://pypi.org/project/openbb-orats/
implied-volatility,By means of stochastic volatility models
User: longonly
implied-volatility,A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
User: lyndskg
implied-volatility,financial derivatives
User: manuelmusngi
implied-volatility,A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
User: marcdemers
implied-volatility,C# pricer that allows users to price a wide range of financial products.
User: metahris
implied-volatility,Python client for your pricing web service
User: metahris
implied-volatility,Examples demonstrating the NAG Numerical Library for Java
Organization: numericalalgorithmsgroup
implied-volatility,Binomial Tree Pricer
User: pmontalb
Home Page: https://play.google.com/store/apps/details?id=com.a7raiden.qdev.abp
implied-volatility,Trading Information is a repository for collecting and organizing various trading information, including futures specifications and other relevant data.
User: py310
implied-volatility,In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.
User: quant-tradingco
Home Page: https://github.com/Quant-TradingCO
implied-volatility,This project examines the relationship between news sentiment and implied volatility and determines whether there is a significant correlation between the two
User: rahulatre
implied-volatility,Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
User: raj-rao-rr
implied-volatility,Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.
User: ranjanrak
implied-volatility,Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
User: robin-guilliou
implied-volatility,A Python implementation of the rough Bergomi model.
User: ryanmccrickerd
implied-volatility,Determine implied volatility according to Black-Scholes dynamics.
User: sandershortway
implied-volatility,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
implied-volatility,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
implied-volatility,Excel spreadsheet with built-in functionality for loading options implied volatality for selected stock from yahoo
User: vslch
implied-volatility,Currency Binary Option Pricing with 3 methods and implied smile
User: xinyexu
implied-volatility,Option Calculator using Black-Scholes model and Binomial model
User: yuchenamberlu
implied-volatility,Volatility Model Documentation
User: yulu0131
Home Page: https://voladocs.readthedocs.io/
implied-volatility,Vanilla option pricing and visualisation using Black-Scholes model in pure Python
User: yzoz
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