options-pricing topic

List options-pricing repositories

calcbsimpvol

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Calculate Black Scholes Implied Volatility - Vectorwise

risk_free_interest_rate

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

Thesis

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Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

nsedt

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Library to collect NSE data in pandas dataframe

optionlab

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A Python library for evaluating option trading strategies.

TradingBot

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MIT Trading Competition algorithmic trading of options and securities

Binary-Option-Pricing

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Currency Binary Option Pricing with 3 methods and implied smile

PutPremiumProcessor

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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

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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

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Interactive visualization of the CRR binomial options pricing model