A Quantitative Finance Engineering Project
Open-source stochastic economic scenario generator.
A C++ implementaiton of the black scholes option pricing model
C++ Black-Scholes pricing engine with American options (binomial tree), REST API (cpp-httplib), and React dashboard for multi-leg portfolio analysis with real-time Greeks, payoff diagrams, and volatility surface visualization.
Lectures and notebooks created while studying for the Imperial Algorithmic Trading course.
This repository contains implementations of Monte Carlo techniques, including Gibbs sampling, variational Monte Carlo, and ab initio molecular dynamics, along with heuristic optimization methods such as simulated annealing and genetic algorithms. It also includes numerical methods for option pricing and stochastic processes.
Add a description, image, and links to the black-sholes topic page so that developers can more easily learn about it.
To associate your repository with the black-sholes topic, visit your repo's landing page and select "manage topics."