blackscholes topic

List blackscholes repositories

pyOptionPricing

273
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28
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Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

pyBlackScholesAnalytics

106
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27
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Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

BlackScholes_MonteCarlo

22
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7
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Monte Carlo Methods applied to the Black-Scholes financial market model

WQU-Projects

25
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9
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Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.

Option-Pricing

21
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8
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Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

p3arsec

17
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7
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Parallel Patterns Implementation of PARSEC Benchmark Applications

DGM

29
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10
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Solving High Dimensional Partial Differential Equations with Deep Neural Networks

blackscholes

15
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3
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Black Scholes calculator for Python including up to 3rd order Greeks

cqf

15
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4
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Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative