Quantitative Finance tools

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Black Scholes calculator for Python (up to 3rd order Greeks)

Solving High Dimensional Partial Differential Equations with Deep Neural Networks

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Automated Option pricing using the Black-Scholes Financial Model

Black-Scholes Option Pricing & P&L (Profit and Loss) Simulator

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...

A physics-agnostic orchestration layer for the Parareal algorithm, with a PINN + Crank–Nicolson reference workflow, designed to accept any coarse or fine propagator (numerical or ML surrogate) and run in serial, multiprocessing, or MPI execution modes.

Option Price Calculator using the Black-Scholes Model. Access the website below.

Options pricing algorithm that values the call or put using the Black Scholes Model with real time data

Options trading

Python CLI tool to calculate Black–Scholes option price and Greeks (Delta, Gamma, Vega, Theta) with plotting features.

Space–time Parareal workflow for the multi-asset Black–Scholes equation by combining dask-based spatial parallelism with a learned Physics-Informed Neural Operator (PINO) coarse propagator.

Parareal with a Physics Informed neural Operator as Coarse Propagator

A Streamlit app that computes and visualizes implied volatility surfaces using the Black-Scholes model. Includes interactive tools to explore option Greeks.

Option Pricing Models (OPM) is a project that I have created to improve my skills, and wanting others to share their ideas and different approaches, so that we all can learn. https://github.com/mnsr2