DUCKQUANT / THE QUANT & AI DIRECTORY
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Python script to calculate a couple of options (financial derivatives) and Implied Volatilities for American and European options.
Operator Deep Smoothing
Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions
Public repository by MateuszJastrzebski21. Primary language: Python.
Accurate, fast implied volatility and option pricing in pure Rust
Find Black-Scholes implied volatility
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
SABR Implied volatility asymptotics
With real market data using Black Scholes and Brentq
Fast options pricing, Greeks, and implied volatility for Black-76, Black-Scholes, and Black-Scholes-Merton. Rust core, Python API. 5-180x faster than vollib.
Analyze 5 years of NSE options data with implied volatility (IV), realized volatility (RV), earnings dates, and interest rate adjustments. Includes scripts to download,…
Code for getting implied volatility in Python
Calculate greeks for options trading (Implied Volatility, Delta, Gamma, Vega, Rho, and Theta)
Fast-Vollib: Super Fast Kernel-Fused and Optimised Black-Scholes Implied Volatility Calculator for Options
Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return
Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.
Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and…
Determine implied volatility of options based on their prices
Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility,…
Extract and visualize implied volatility from option chain data
• Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot and options…
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java…
Public repository by Yvictor. Primary language: Jupyter Notebook.
Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Options pricing and Greeks calculator implementing Black–Scholes, binomial trees, and Monte Carlo simulation. Includes implied volatility solver and CLI.
A program to solve the greek calculator puzzle
Free options Greeks calculator — Delta, Gamma, Theta, Vega, Rho, IV calculator, multi-leg strategy builder, and P&L charts.
Black-Scholes options pricer with Greeks calculator, payoff visualizer, sensitivity heatmap, and implied volatility solver. Built in Python + Streamlit.
Options Pricing and Greeks Calculator using the Black-Scholes and Binomial Tree models to learn about options pricing
An Options Pricing and Greeks Calculator based from a Black-Scholes Model and a Binomial Tree Pricing Model
Options Greeks calculator with Newton-Raphson IV solver, gamma flip detection, and vanna/charm analysis
Ultimate strategy builder with payoff diagrams, Greeks calculator, probability analysis, AI optimizer, backtesting, and marketplace
A low latency options greeks calculator API created in C++, exposed with python bindings
