A Python library for options pricing and Greeks computation.

📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.

MATLAB implementation of European, Barrier (Up&Out), and Bermudan option pricing via CRR Binomial Trees and Monte Carlo simulations. Includes Greeks (Delta, Vega), convergence analysis, and variance reduction via antithetic variables.

Option Pricing with Monte Carlo Simulation — A Python library implementing Black–Scholes analytic pricing, Monte Carlo simulations (with variance reduction, quasi-MC), and advanced derivatives such as Asian, Barrier, and American options. Includes performance acceleration using Numba and comprehensive documentation with visualizations.

SSRN working paper and reproducibility package for barrier option pricing with structurally constrained PINNs and FDM benchmarks.

Physics-informed Fourier Neural Operator (FNO) framework for fast pricing and Greeks computation of barrier options under Black–Scholes PDE, developed for an MSc thesis.

Pricing models for different types of option contracts.