A Python library for options pricing and Greeks computation.

📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.

Pricing models for different types of option contracts.

Option Pricing with Monte Carlo Simulation — A Python library implementing Black–Scholes analytic pricing, Monte Carlo simulations (with variance reduction, quasi-MC), and advanced derivatives such as Asian, Barrier, and American options. Includes performance acceleration using Numba and comprehensive documentation with visualizations.

Physics-informed Fourier Neural Operator (FNO) framework for fast pricing and Greeks computation of barrier options under Black–Scholes PDE, developed for an MSc thesis.

MATLAB implementation of European, Barrier (Up&Out), and Bermudan option pricing via CRR Binomial Trees and Monte Carlo simulations. Includes Greeks (Delta, Vega), convergence analysis, and variance reduction via antithetic variables.

A modular Python project for computational finance and stochastic modelling.

SSRN working paper and reproducibility package for barrier option pricing with structurally constrained PINNs and FDM benchmarks.

Extension of the Black-Scholes framework to path-dependent derivatives (Barrier Options) using stochastic calculus, the reflection principle, and PDE replication.