Giter VIP home page Giter VIP logo

optionpricingmodels's Introduction

OptionPricingModels

Latex files containing descriptions of quantitative option pricing models to be implemented in OpenBBTerminal

optionpricingmodels's People

Contributors

northern-64bit avatar soggyomelette avatar

Stargazers

 avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar  avatar

Watchers

 avatar  avatar

optionpricingmodels's Issues

Can you provide further guidelines on the option pricing branch of the OBB project?

Hi.

I was contemplating maybe contributing to options pricing models.

Can you please tell a bit more about what your are expecting?

And I would like to ask 2 specific questions:

  1. Do you want code for option pricing to be written specifically for OBB? Alternatively, are you OK with relying on other open source projects, and it boils down to interface?

  2. What kind of performance do you expect? Option pricing models happen to be resources/computationally expensive. Do you expect the core of those option pricing models to be coded in C/C++ or another fast programming language?

All other comments are much welcome.

Thank you.
tag

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.