An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
Basic options pricing in Python
Python Options Pricing Library
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
A library for financial options pricing written in Python.
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Research on OTC options pricing models
C++ implementation of options pricing models
CUDA Implementation of the Heston Model for Option Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
Open Source Pricing & Packaging Infrastructure
Supermarket Pricing
Applicative option parser
Option Type for PHP
翻译 - PHP的选项类型
go command line option parser
翻译 - 去命令行选项解析器
Python library for AWS pricing.
empirical asset pricing
Lightweight C++ command line option parser
翻译 - 轻量级C ++命令行选项解析器
A PHP 5.4+ library for working with prices.
Option Trading Application