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).

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

A Python project that visualizes a 3D implied volatility surface for options on any ticker symbol. Configurable inputs include risk-free rate, dividend yield, and strike price range. Ideal for analyzing how volatility varies with time to expiry, moneyness, and strike price.

A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.

Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

A C++-based bot developed to calculate implied volatility on option prices using the Barone-Adesi Whaley model and perform custom interpolations on the results. Built upon my original Python implementation, this version significantly enhances the performance of both the pricing calculations and interpolation processes.

📊options trading engine with real-time data from AlphaVantage.co

Jupyter notebooks implementing Finance projects

An interactive dashboard for options analyses

Option Pricing using both Black-Scholes Model and Montecarlo Simulations

Option Pricing and Delta Hedging | Derivatives Pricing in Python

Calibration of Stochastic Volatility models on implied volatility smiles

Black-Scholes Model - Implementation of the Black-Scholes Model for European option call/put pricing with features including calculating option prices based on market parameters, estimating implied volatility, live data using Yahoo Finance API, heatmap visualisation and visualising option prices against different factors...

Archivos .tex de algunas de las tareas correspondientes al curso de Modelos Estocásticos en Finanzas de la maestría en proba y estadística del CIMAT

A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error

using binomial model, black-scholes model, and monte-carlo simulation to calculate fair premium price for call/put options of any stock

Project on European Option Prices according to the Black-Scholes solution from CMPSC 448 (Mathematics of Finance) under Professor Matthew Willyard.