Independent Study of Stochastic Calculus

An option pricing demo. Three option pricing models with their Greeks.

A short C++ calculator for pricing European call options using the Black-Scholes model.

Pricing Basket Options with a Generalisation of Dupire’s Equation (see README for links to preformatted files)

In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.

Aim to provide pricing models of European option.

Interactive dashboard about option pricing and option strategies

Simple Black-Scholes algorithm. This project was for the course CS with Python (M.Sc Stochastics and Data Science UniTo)

This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk,…

(Put on hold temporarily) The simple option pricer written in Python. The structure and development path is inspired by the book "Numerical Methods in Finance with C++" , M.Capiński & T. Zastawniak. This will be a base to start playing with automatic differentation.

Some Overview Of Financial Derivatives

Comprehensive finance tools for options pricing (Black-Scholes, Monte Carlo, Binomial) and stock analysis (RSI), built with Python and Next.js

This project just showcases that I'm able to use R Programming on Rstudio/Jupyter/Colab but I also am able to apply it to mathematical/finance models such as Black Scholes, and much more if needed from my studies.

Solving stochastic differential equations and Kolmogorov equations by means of deep learning and Multilevel Monte Carlo simulation

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

An interactive Python tool for calculating European option prices, probabilities, and implied volatility using the Black-Scholes model.

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.