black-and-scholes-pricing

Here are 3 public repositories matching this topic...

ActuarialIntelligence / Base

DavideDevetak24 / Black_Scholes_Volatility_Surfaces

Implied volatility surfaces from SPX option chains data (both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs

option-pricing implied-volatility black-and-scholes-pricing volatility-modeling volatility-surface-visualizer volatility-surface

Updated May 3, 2025
Python

waldemarmeier / crr_benchmark

Star

A shiny app that allows you to compare the calculation speed of the Cox-Ross-Rubinstein (CRR) option pricing model implemented in R, Java and C++.

shiny option-pricing cox-rubinstein-ross-binomial-tree shiny-r black-and-scholes-pricing

Updated Dec 31, 2018
R

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