Financial Derivatives Calculator with 168+ Models (Options Calculator)
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Updated
Jul 17, 2024 - C++
Financial Derivatives Calculator with 168+ Models (Options Calculator)
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).
Option price calculation based on Black Scholes equation
A GUI Based executable app which takes input values from the end user and return CALL/PUT option prices. Currently working on scaling the app to take datasets as input and store resultant option pricing in a file.
QLDDS - Data Distribution Service for QuantLib
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
Monte Carlo Pricing with extendable PayOff model
High-frequency options pricing engine. Use simulation methods and pricing models in C++ to price options super fast
A GUI Based executable app which takes input values from the end user and return CALL/PUT option prices. Currently working on scaling the app to take datasets as input and store resultant option pricing in a file.
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
School project : implementation of several pricing methods for American / European / Asian options.
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