Python_Option_Pricing
Option pricing library
Provides a Python library for calculating the prices of various types of financial options using closed-form solutions.
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
654 stars
21 watching
128 forks
Language: Jupyter Notebook
last commit: over 4 years ago
Linked from 1 awesome list
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
 jkirkby3/fypy | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 83 |
 dbrojas/optlib | A Python library for pricing financial options using closed-form solutions and TDAmeritrade API | 665 |
 vollib/vollib | Calculates option prices and Greeks using Black's formulas with extended support for Black-Scholes and Black-Scholes-Merton. | 687 |
| jkirkby3/proj_option_pricing_matlab | Provides a general framework for option pricing in MATLAB using the PROJ method and various models | 176 |
 romanmichaelpaolucci/q-fin | A Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation. | 397 |
 maread99/market_prices | Provides an efficient way to obtain and process financial price data in Python | 75 |
 quantsbin/quantsbin | Provides tools for pricing and analyzing financial derivatives in Python | 501 |
 bbcho/finoptions-dev | Python implementation of financial options models and methods for energy trading | 209 |
 domokane/financepy | A comprehensive Python library for pricing and risk management of financial derivatives. | 2,179 |
 edouardpoitras/nowtrade | A Python library for creating and backtesting algorithmic trading strategies using machine learning and technical indicators. | 104 |
 federicomariamassari/willowtree | An efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts. | 240 |
 attack68/rateslib | A Python library designed to facilitate fixed income analysis with pricing tools and risk calculations | 164 |
 deltaray-io/strategy-library | Provides pre-built strategy libraries for options trading and quantitative finance | 9 |
 mcdallas/wallstreet | A Python library providing real-time stock and option data analysis tools | 1,396 |
 mgroncki/ipythonscripts | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 151 |