black-scholes-merton topic

Option Calculator using Black-Scholes model and Binomial model

YuChenAmberLu

Differential equation problem specifications and scientific machine learning for common financial models

SciML

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

bottama

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

TechfaneTechnologies

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...

AndrewLyasoff

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 a...

ilchen