PyRank

Black Scholes Merton Python Packages

Python packages with the GitHub topic black-scholes-merton. Sorted by relevance, with stars and monthly downloads.
hedge0
optionspricerlib

A library for pricing options using different models

605 0 0
ArturSepp
vanilla-option-pricers

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

258 11 8
sm-sokout
tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

247 26 4
PaulWentzel1
options-calculator

An intuitive and versatile options library.

99 3 1