blackscholes topic
pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Quantsbin
Quantitative Finance tools
pyBlackScholesAnalytics
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
BlackScholes_MonteCarlo
Monte Carlo Methods applied to the Black-Scholes financial market model
WQU-Projects
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
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
p3arsec
Parallel Patterns Implementation of PARSEC Benchmark Applications
DGM
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
blackscholes
Black Scholes calculator for Python including up to 3rd order Greeks
cqf
Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative