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Implementation in R of the Black Scholes formula and some greeks.

Implementation in R of the Black Scholes formula and some greeks.
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Category: Python / Data Analysis
Watchers: 5
Star: 34
Fork: 19
Last update: Jul 6, 2021
Resource links
https://github.com/daleroberts/black-scholes

The Black-Scholes model

Implementation in R of the Black Scholes formula and some greeks.

Value of a call option

value

Delta of a call option

delta

Gamma of a call option

gamma

Rho of a call option

rho

Vega of a call option

vega

Contents

    araghava Black-Scholes StarkNet Library
    csurfer Sublime Text package to format python code using black formatter.
    drillan Black formatter for Jupyter Notebook
    rahuljoshi44 Open Source Option Analytics Platform.
    electech6 Detailed comments for ORB-SLAM2 with trouble-shooting, key formula derivation, and diagrammatic drawing
    AMZ-Driverless Formula Student Simulator dedicated for FSD competition
    sud0x00 A project that checks the percentage of document similarity using cosine similarity formula
    paulknysh A Python module for parallel optimization of expensive black-box functions
    bdougie Amplifying the voices of Black developers in open source because #BlackLivesMatter ✊🏾
    txsun1997 Source code for paper "Black-Box Tuning for Language-Model-as-a-Service"
    Loyalists Girls' Frontline: Black Ops
    twf-nikhila 2021 - Black Friday & Cyber Monday Deals for Developers, Techies, & Entrepreneurs,
    paolobrasolin Template to effortlessly build math-rich websites
    FriendsOfREDAXO YCOM Impersonate. Login as selected YCOM user 🧙‍♂️in frontend.
    I-Hope-Peace This repository contains some python code of some traditional change detection methods or provides their original websites, such as SFA, MAD, and some deep learning-based change detection methods, such as SiamCRNN, DSFA, and some FCN-based methods.
    jacobgil PyTorch implementation of Interpretable Explanations of Black Boxes by Meaningful Perturbation
    thisisalirah PyTorch implementation of GeoDA algorithm, GeoDA is a Black-box attack to generate adversarial example for image
    ppwwyyxx Black-Box Adversarial Attack on Public Face Recognition Systems
    GabeVillalobos A Red-Black tree implemented in rust....for science!
    EONRaider Python 3 "Black Hat Python" Source Code
    attakercyebr Details: Files include mostly personal info, some airforce software and some documents.
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    Implementation in R of the Black Scholes formula and some greeks.
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