quantitative-finance-option-pricing

European option pricing under Black-Scholes-Merton: prices, Greeks, implied volatility, and sensitivity surfaces. Typed, tested, NumPy-only — no SciPy, so it runs in a browser. The published document shows where the model breaks, generating a volatility smile and inverting it.

finasys: Fast financial data processing, feature engineering & AI agent toolkit

Python desktop application for options valuation, Greeks analysis, option chain inspection and Black-Scholes, Binomial CRR and Monte Carlo model comparison.

The pre-MFE quant finance roadmap I built for myself: 9 phases, ~8 months, every one gated behind a project you have to build.

FX option pricing using Black-Scholes, GARCH volatility modeling, Monte Carlo simulation, and a hybrid LSTM-GARCH forecasting framework.

Quantitative analysis package made for python and R in rust rust

Pricing of Parisian options using binomial trees and Monte Carlo simulation methods.

A Python-based quantitative finance engine for modeling and calculating financial option prices using the Black-Scholes model and Monte Carlo simulations.

A local LLM scores news, macro and social feeds into a 5–7 day S&P 500 directional call, then ranks every 20–25 DTE vertical by expected edge. Runs on one laptop with no LLM API cost.