Quantitative Finance tools
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
EcoFin is a quantitative economic library
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
Lattice/tree pricing methods for European and American options
Python/Streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Uses two different methods to calculate a callback option's expected value
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Binomial Tree Options Pricing Model
Interactive Streamlit dashboard for visualizing and comparing option pricing models — Black-Scholes, Binomial Trees, Monte Carlo, Asian, and Barrier options — with real-time simulations and strategy insights.
Toolkit for derivatives
An option valuation webapp in Python
In this project I try to price options using different pricing methods with real market data from the yfinance api module in python. I also need to estimate certain model parameters in order to use these models.
A python implementation of the binomial options pricing model
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Transparent, modular, and adjustable binomial options pricing model
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