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
A practical introduction to derivatives pricing and risk : 10 Jupyter notebooks from 17 years on trading desks.
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.
A high-performance C++ library for pricing European, American, and Exotic options
Option pricing code, mostly in python
Exotic options by Monte Carlo
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.
Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Scholes 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.
Vrednovanje azijskih opcija
web-based tool to visualize structured financial products payoff and greeks
A vanilla and exotic options pricing repository
Pricing and sensitivity analysis for Exotics by Monte Carlo method
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