Skip to content
#

options-pricing

Here are 118 public repositories matching this topic...

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

  • Updated Oct 19, 2024
  • Python

Improve this page

Add a description, image, and links to the options-pricing topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the options-pricing topic, visit your repo's landing page and select "manage topics."

Learn more