Black Scholes Python Packages

stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

pyvolr

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

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

qwed-finance

Deterministic verification middleware for banking and financial AI. NPV, IRR, loan amortization, and interest calculations with QWED precision.

derivatives-pricing

A Python library for options pricing and Greeks computation.

optionspricerlib

A library for pricing options using different models

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

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.

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.

jetblack-options

Reference implementations of option pricing formulae in Python

riskneutral

Risk-Neutral Density Estimation Tools

quantrs

Python bindings for a tiny library for quantitative finance (powered by Rust)