OIPD: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.

Daily Volatility trading strategies on Equity Options

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility

Quantitative Finance Library & Option Trading Tool

Jupyter notebooks implementing Finance projects

https://arbitragefreessvi.streamlit.app/

A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (MoE) forecasting 10-day total variance changes.

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

Modular multi-asset-class Monte Carlo engine for pricing exotic derivatives and structured products with calibrated implied volatility surfaces (Heston, local vol, SVI) and a user-friendly Django web interface.

UnifiedVol is a modern C++20 quantitative finance library for volatility surface construction, model calibration, and derivatives pricing.

An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.

Live updating dynamic volatility surface constructed from options prices in C++

Implied volatility surfaces from SPX option chains data (both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs

A volatility surface cleaner built by a high school student — arbitrage-free interpolation of implied volatility from real options data.

Toolkit for option market research: SABR/SVI baseline calibration, neural network volatility surface models, fast Greeks inference, and reinforcement learning agents for dynamic hedging.

Fast Monte Carlo option strategy simulator with implied vol surfaces in Rust

Implied Volatility Calibration via raw-SVI