European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Monte Carlo option pricing algorithms for vanilla and exotic options
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Exotic options by Monte Carlo
Option pricing code, mostly in python
Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
A high-performance C++ library for pricing European, American, and Exotic options
Vrednovanje azijskih opcija
Pricing and sensitivity analysis for Exotics by Monte Carlo method
A collection of quantitative finance projects covering option pricing, risk analysis, volatility modeling, and investment strategies. Includes Monte Carlo simulations, Black-Scholes & Heston models, the Kelly Criterion, and more.
GHOptimal options protocol
Valuation of Exotic Options using Binomial Trees and Implied Volatility from Black Scholes Merton. Valuation of Bonds and Interest Rate Swaps using Bootstrap, Modified Duration and Convexity.
Public Verison for option pricing documentation
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