Top 8 black-scholes open source projects

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Useful functions for Black–Scholes Model in the Julia Language

I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.

Python Financial ENGineering (PyFENG package in PyPI.org)

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Financial Derivatives Calculator with 168+ Models (Options Calculator)