black-scholes-model-application

OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.

An options trading bot

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...

Derivative pricing under the binomial model and portfolio optimisation packages

This project offers insights into how collar strategies can be tailored to different market conditions, ensuring consistent performance even during high volatility periods.

Python implementation of European swaption pricing using the Black model and forward swap rate framework.

Production-ready quantitative options pricing engine, stochastic volatility (Heston) simulations, and live exchange benchmarking.

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.