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black-scholes-equation

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victorakins02 / Solving-BSE-Numerically

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This repository contains the implementation of numerical methods for solving the Black-Scholes Equation and the Time-Dependent Schrödinger Equation. It features C++ code using the Crank-Nicolson method, along with Python scripts for visualizing the results. A detailed report analyzing the findings and methodologies is also included.

python cpp quantum-mechanics computational-physics option-pricing numerical-methods schrodinger-equation crank-nicolson-method black-scholes-equation explicit-and-implicit-schemes derivatives-and-financial-instruments
  • Updated Oct 5, 2024
  • C++

hedge0 / OptionsPricerLib

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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.

python options numba iv black-scholes implied-volatility binomial-tree greeks binomial-trees jarrow-rudd-binomial-tree options-pricing black-scholes-merton greek-calculations cox-ross-rubenstein black-scholes-model jarrow-rudd black-scholes-equation black-scholes-model-application barone-adesi-whaley leison-reimer
  • Updated Nov 5, 2024
  • Python

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