This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.
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Jun 21, 2022 - Python
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call-option
Here are 10 public repositories matching this topic...
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
options monte-carlo pde black-scholes european-options financial-derivatives options-pricing asian-option financial-modeling put-option call-option
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Aug 13, 2021 - Python
Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.
finance options mathematics pricing derivatives quantitative-finance stochastic-processes heston-model call-option
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Oct 14, 2021 - C++
This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk,…
stock-price-prediction option-pricing black-scholes forward-backward put-option call-option computerfinance call-put-parity
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Jul 9, 2020 - Jupyter Notebook
This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP
monte-carlo-simulation option-pricing black-scholes financial-derivatives black-scholes-merton put-option call-option
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Jun 5, 2024 - Jupyter Notebook
This project implements a script to calculate an option price using the Black-Scholes model.
apple timeseries numpy pandas seaborn stock-market scipy matplotlib option-pricing financial-markets black-scholes moving-average outlier call-option
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May 5, 2023 - Jupyter Notebook
Construction of Cash-or-Nothing call delta
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Mar 20, 2021 - MATLAB
An implementation of the binomial options pricing model, formalized by Cox, Ross and Rubinstein from the paper "Option pricing: A simplified approach.", for the valuation of American call and put options.
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Dec 13, 2020 - C++
experiment : a minimal covered call vault contract 🚧
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Aug 21, 2022 - Solidity
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