Black Scholes Python Packages

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

kiyosi

Modern C++23 derivatives pricing with Python bindings: vanilla and exotic options, structured products, Greeks, and CUDA-accelerated Monte Carlo.

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

pyvolr

Modern Black-Scholes-Merton pricing, Greeks, and implied volatility for Python. Rust core. Drop-in replacement for the abandoned py_vollib.

startup-valuation

Comprehensive startup valuation library (80+ formulas) with an MCP server and AI-agent skills — scorecard, VC method, Black-Scholes, SaaS metrics, and more

qwed-finance

Deterministic verification layer for AI-generated financial decisions. Verifies math (NPV, IRR, Black-Scholes, YTM, VaR), compliance (AML/KYC via Z3), and banking schemas (ISO 20022, SWIFT) — fail-closed, proof-backed. Not execution. Verification.

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

optionspricerlib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

option-risk-explain

Option Risk Explain is a Python toolkit for equity-option P&L attribution, valuation reconciliation, and risk exception monitoring, with interactive scenario analysis.

derivatives-pricing

A Python library for options pricing and Greeks computation.

financialkit

Quantitative-finance toolkit for learning and teaching: options, fixed income, rates, credit, Monte Carlo, PDE, stochastic volatility, risk, portfolios -- built on numpy/scipy.

langchain-quantoracle

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

optionmc

OptionMC is a Python package for pricing European options using Monte Carlo simulation, featuring variance reduction techniques and educational visualizations. Designed for both quantitative finance practitioners and students learning derivatives pricing.

kuwala

Production-grade quantitative volatility surfaces, Greek analytics, and backtesting signals. 2.6M+ IV ops/sec.

jetblack-options

Reference implementations of option pricing formulae in Python

noarb

Find the arbitrage violations in an option chain, and say which quote to check first. Zero dependencies, Python 3.9+.

riskneutral

A Python library for pricing options under various risk-neutral density assumptions, computing option-implied densities, and extracting model parameters from market data.

quantrs

A small Rust library for quantitative finance.

stochastic-py

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.