参考《Derivatives Analytics with python》,用Julia实现相关内容。
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Updated
Sep 3, 2019 - Julia
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derivatives-analytics-with-python
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Quantitative Options Screener - Monte Carlo Simulation
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Updated
Apr 8, 2026 - Python
A quantitative option pricing model implementing Black-Scholes, Binomial Tree, and Monte Carlo methods for valuing European and American options. Computes Greeks and implied volatility with configurable input parameters.
python monte-carlo derivatives monte-carlo-simulation quantitative-finance american-options black-scholes implied-volatility european-options binomial-tree greeks derivatives-pricing options-pricing black-scholes-merton financial-modeling put-option call-option derivatives-analytics-with-python black-scholes-model
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Apr 3, 2026 - Python
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