AlphaUncommon
boyac/pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
- Owner
- boyac (personal account)
- Stars
- Stars: 317
- Forks
- Forks: 33
- Language
- Python
- License
- None
- Created
- 2017
- Topics
- option-pricingvolatilityblackscholesderivativesinvestment-banking
- Tier
- Alpha (250 to 699 ★) What this tier means
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