#Implied-volatility
Showing 7 of 7 repositories tagged #implied-volatility, ranked by stars
Financial Derivatives Calculator with 171+ Models (Options Calculator)
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Systematic Volatility Research and Backtesting for equity options
Fit autoregressive models with skewed generalized error distribution (SGED) noise whose parameters vary with level
Financial Engineering in R
Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (stochastic vol + jumps), Local Vol (Dupire). Analytic Greeks, fast IV solver (Halley), monotone cubic spline surfaces. Parallel batch pricing via Rayon.