options-pricing topic
calcbsimpvol
Calculate Black Scholes Implied Volatility - Vectorwise
risk_free_interest_rate
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Thesis
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
nsedt
Library to collect NSE data in pandas dataframe
optionlab
A Python library for evaluating option trading strategies.
TradingBot
MIT Trading Competition algorithmic trading of options and securities
Binary-Option-Pricing
Currency Binary Option Pricing with 3 methods and implied smile
PutPremiumProcessor
PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.
options-pricing
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...
options-2-trees
Interactive visualization of the CRR binomial options pricing model