Quantitative Finance tools
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
Black Scholes calculator for Python (up to 3rd order Greeks)
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
Monte Carlo Methods applied to the Black-Scholes financial market model
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
Parallel Patterns Implementation of PARSEC Benchmark Applications
Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative
Financial modelling, derivatives, investments
Python implementations of Black Scholes Merton Models and Greeks
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Quantitative Analyst | Python | R | SQL | Machine Learning | Financial Analytics
C++ code: Manipulating data and extracting useful outputs
Codes for analyzing options for spreading/hedging strategies.
R package with fast methods for Merton's distance-to-default model
This repository contains various models and techniques for pricing financial options. The focus is on implementing the Black-Scholes model and some of its extensions (e.g. Heston) , visualizing implied volatility surfaces, and utilizing Monte Carlo simulations for exotic option pricing. PYPI pckg: https://pypi.org/project/tiny-pricing-utils/1.0.3/
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