Financial Derivatives Calculator with 168+ Models (Options Calculator)
-
Updated
Jul 17, 2024 - C++
Financial Derivatives Calculator with 168+ Models (Options Calculator)
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
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).
Monte Carlo Pricing with extendable PayOff model
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.
Option price calculation based on Black Scholes equation
School project : implementation of several pricing methods for American / European / Asian options.
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
High-frequency options pricing engine. Use simulation methods and pricing models in C++ to price options super fast
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
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.
Add a description, image, and links to the options-pricing topic page so that developers can more easily learn about it.
To associate your repository with the options-pricing topic, visit your repo's landing page and select "manage topics."