Skip to content
#

greek-calculations

Star

Here are 2 public repositories matching this topic...

Language: All
Filter by language
All 2 Jupyter Notebook 1 Python 1

hedge0 / OptionsPricerLib

Star 1

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

Improve this page

Add a description, image, and links to the greek-calculations topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the greek-calculations topic, visit your repo's landing page and select "manage topics."

Learn more