Quantitative Finance tools

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

Solving High Dimensional Partial Differential Equations with Deep Neural Networks

Black Scholes calculator for Python (up to 3rd order Greeks)

Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.

Monte Carlo Methods applied to the Black-Scholes financial market model

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Parallel Patterns Implementation of PARSEC Benchmark Applications

Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative

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).

Financial modelling, derivatives, investments

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

Python implementations of Black Scholes Merton Models and Greeks

C++ code: Manipulating data and extracting useful outputs

R package with fast methods for Merton's distance-to-default model

A curated collection of mathematical models spanning various disciplines, offering insights and tools for analysis, simulation, and understanding complex phenomena.

Codes for analyzing options for spreading/hedging strategies.

European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions