期权隐含波动率/历史波动率

Option Calculator using Black-Scholes model and Binomial model

Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

A Python implementation of the rough Bergomi model.

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

By means of stochastic volatility models

Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility, Stock Options, Annualized Rate of Return

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

3D Volatility surface visualization in the browser

Currency Binary Option Pricing with 3 methods and implied smile

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

Delta hedging under SABR model

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

Calculate Black Scholes Implied Volatility - Vectorwise

بررسی و قیمت گذاری اوراق اختیار معامله موجود در بورس اوراق بهادار تهران و فرابورس ایران | Option pricing in Tehran stock exchange (TSE) and IranFarabourse (IFB)

Implied volatility of options

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.