### Option pricing for arbitrary distributions

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European option pricing with arbitrary distributions using dual numbers to calculate greeks.

http://fmsoption.codeplex.com/

 Tags option-pricing Implementation License Ms-PL Platform Windows

## Excel add-in for Black-Scholes/Merton option pricing

Simple option pricing routines.

## option_pricing_methods - Option pricing methods in MATLAB.

Option pricing methods in MATLAB.

## HestonCUDA - CUDA Implementation of the Heston Model for Option Pricing

CUDA Implementation of the Heston Model for Option Pricing

## optionpricing - Option pricing using Monte Carlo simulations

Option pricing using Monte Carlo simulations

## fft_pricing - Exotic option pricing using a fast Fourier transform technique (with Norberto Laghi)

Exotic option pricing using a fast Fourier transform technique (with Norberto Laghi)

## ImpliedVolCalcs - Implied Vol Calculations from Haug's Complete Guide to Option Pricing Formulas

Implied Vol Calculations from Haug's Complete Guide to Option Pricing Formulas

## Rainbow2dEuropeanOption_Cuda - Cuda code , option pricing...unoptimal

Cuda code , option pricing...unoptimal

## BlackScholesPricing - Monte carlo approximation of Black-Scholes option pricing

Monte carlo approximation of Black-Scholes option pricing

## CGI-American-Put-Option-Price-Calculator-

A calculator for American put option pricing, using CGI (Common Gateway Interface)

## cortana-intelligence-price-optimization - Retail industry solutions for product price optimization using the Cortana Intelligence Suite with end-to-end walkthrough

Pricing is recognized as a pivotal determinant of success in many industries and can be one of the most challenging tasks. Companies often struggle with several aspects of the pricing process, including accurately forecasting the financial impact of potential tactics, taking reasonable consideration of core business constraints, and fairly validating the executed pricing decisions. Expanding product offerings add further computational requirements to make real-time pricing decisions, compounding the difficulty of this already overwhelming task.This solution addresses the challenges raised above by utilizing historical transaction data to train a demand forecasting model. Pricing of products in a competing group is also incorporated to predict cross-product impacts such as cannibalization. A price optimization algorithm then employs the model to forecast demand at various candidate price points and takes into account business constraints to maximize profit. The solution can be customized to analyze various pricing scenarios as long as the general data science approach remains similar.

## DerivaQuant

DerivaQuant aims at creating a robust derivatives risk-analysis software for hedge funds and proprietary trading firms. It offers a variety of option pricing models, links with databases, real-time risk analysis and porfolio risk analysis.

## jdpearce-as3BinomialPricing

A set of short projects which explore the various ways to run an n-step binomial option pricing algorithm in the flash player.

## abossenbroek-caosde

An implementation of a option pricing model which employs a stochastic model for the stock price and the interest rate.

## vjethava-Optioneer

A command line python interface for option pricing using NSE data

## rquantlib - R interface to the QuantLib library

The RQuantLib package makes parts of QuantLib visible to the R user. Currently a number option pricing functions are included, both vanilla and exotic, as well as a broad range of fixed-income functions. Also included are general calendaring and holiday utilities. Further software contributions are welcome.The QuantLib project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.

## pricing - Tracks Hoiio API Pricing (csv files)

Tracks Hoiio API Pricing (csv files)

## pricing - Pricing Application

Pricing Application

## aws-pricing - Small module which uses nodes http module to retrieve AWS pricing and parses it.

Small module which uses nodes http module to retrieve AWS pricing and parses it.

## pricing-simulations.com - pricing-simulations.com

pricing-simulations.com

## pricing-table - Semantic pricing table experiment.

Semantic pricing table experiment.

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