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implied-volatility
Here are 13 public repositories matching this topic...
A Python implementation of the rough Bergomi model.
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Sep 17, 2018 - Jupyter Notebook
Option Calculator using Black-Scholes model and Binomial model
calculator
options
python3
binomial-model
black-scholes
implied-volatility
binomial-tree
options-pricing
black-scholes-merton
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Dec 4, 2019 - Jupyter Notebook
By means of stochastic volatility models
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Mar 24, 2020 - Jupyter Notebook
Currency Binary Option Pricing with 3 methods and implied smile
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Mar 3, 2019 - Jupyter Notebook
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658).
r
optimization
genetic-algorithm
local-search
simulated-annealing
differential-evolution
heuristics
grid-search
particle-swarm-optimization
black-scholes
threshold-accepting
implied-volatility
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Jun 25, 2020 - R
3D Volatility surface visualization in the browser
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Jan 26, 2019 - JavaScript
Calculate Black Scholes Implied Volatility - Vectorwise
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Apr 10, 2020 - Python
Implied Volatility of Options
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Jan 20, 2019 - C++
Binomial Tree Pricer
brent
implied-volatility
binomial-trees
cox-rubinstein-ross-binomial-tree
joshi-binomial-tree
tian-binomial-tree
jarrow-rudd-binomial-tree
toms-348
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Mar 14, 2018 - Java
Excel spreadsheet with built-in functionality for loading options implied volatality for selected stock from yahoo
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Mar 30, 2020
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
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Jan 4, 2020 - PHP
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Mar 12, 2018 - Python
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