Public repo of some of my options modeling projects
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Updated
Jan 7, 2024 - Jupyter Notebook
Public repo of some of my options modeling projects
A Jupyter Notebook that provides tools for analyzing and pricing stock options using the Implied Volatility and Monte Carlo Simulation.
This is a collection of Jupyiter notebooks that I made and used throughout computational finance.
In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.
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