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black-scholes-model-application

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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

T-Kalv / Black-Scholes-Model

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Black-Scholes Model - Implementation of the Black-Scholes Model for European option call/put pricing with features including calculating option prices based on market parameters, estimating implied volatility, live data using Yahoo Finance API, heatmap visualisation and visualising option prices against different factors...

trading heatmap yahoo-finance-api quant trading-algorithms option-pricing quantitative-finance yahoo-finance quantitative-trading black-scholes implied-volatility blackscholes european-call streamlit heatmap-visualization streamlit-webapp black-scholes-model black-scholes-equation black-scholes-model-application
  • Updated Jun 19, 2025
  • Python

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