Vanilla option pricing and visualisation using Black-Scholes model in pure Python

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

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.

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

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

Asian, American, European and barrier option pricing

European option pricing, Black and Scholes Model

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

An interactive dashboard for options analyses

Monte Carlo Simulation for Option Pricing Using MATLAB and Python