Quantitative Finance tools
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Black Scholes calculator for Python (up to 3rd order Greeks)
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
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.
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions
Automated Option pricing using the Black-Scholes Financial Model
Option Price Calculator using the Black-Scholes Model. Access the website below.
Options pricing algorithm that values the call or put using the Black Scholes Model with real time data
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