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Chaithanya5gif/Options-pricing-engine
#
Fintech
Black-Scholes, Binomial Tree, Monte Carlo, and Neural Net options pricers + Greeks.
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Python
1 contributors
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Day 6 of Quant Journey Today: LSTM → volatility forecast → BlackScholes option price. Full pipeline in PyTorch. yfinance for data. 60-day window, predict nextday 30day realized vol. Overfit on first…
@DEVINQUANT · x.com
Day of 4 Quant Journey. ✅ CRR Binomial Tree (European + American) ✅ Vectorised N×N NumPy stock lattice ✅ Convergence plot: CRR → Black-Scholes as N → ∞ ✅ Speed benchmark: O(N²) complexity visualised…
@DEVINQUANT · x.com
Day 2 of Quant Journey Implemented all 5 Greeks from scratch Delta, Gamma, Vega, Theta, Rho. Pure math, no libraries. Hardest part: Gamma blows up near expiry on deep OTM. Nobody warned me. Repo:…
@DEVINQUANT · x.com
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