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Top 3 european-options open source projects

FinancialToolbox.jl

Useful functions for Black–Scholes Model in the Julia Language

✭ 31

julia pricing quantitative-finance black-scholes risk-management pricing-derivatives european-options

Option-Pricing

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

✭ 44

python option-pricing american-options exotic-option black-scholes european-options longstaff-schwartz binomial-pricing

PROJ Option Pricing Matlab

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

1-3 of 3 european-options projects