Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Python Financial ENGineering (PyFENG package in PyPI.org)

Quantitative finance and derivative pricing

Modelling the implicit volatility, using multi-factor statistical models.

Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Determine implied volatility according to Black-Scholes dynamics.

a use of the Heston model and BS model part of the paper "沪深300股指期权定价实证研究——基于BS、 CEV、Heston模型的对比分析" (An Empirical Study of CSI 300 Index Option Pricing Based on the BS, CEV and Heston Models). An English README.md in the files, if you need to read English text, click the README_en.md file and read the information about this project.

Lunchbox of basic quantitative models in practice

Black Scholes Model and Heston Model

American and European options pricer web app build with Flask and React

A professional-grade quantitative finance platform combining classic financial models and advanced AI for option pricing, risk analysis, portfolio management, and crypto derivatives. Features include Black-Scholes, Heston, Monte Carlo, GARCH, exotic options, real-time risk monitoring, AI-enhanced trading, and interactive visualizations

Dynamic options pricing and Greeks calculator using Black-Scholes and Heston models with real market inputs and volatility modeling.

AgroFuturesSim is a Python platform that uses blockchain data and Heston modeling to simulate soybean futures, run Monte Carlo analyses, and deliver risk insights with visual reports.

An implementation of the Heston model, a stochastic volatility model for options pricing. We compute prices of European call and put options via Monte Carlo simulation, for a variety of strike prices and maturities. We also show that the Heston model captures volatility smiles/smirks/skews.

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility