https://github.com/search?l=C%23&q=BlackScholes&type=Repositories
Math.Net
https://github.com/mathnet/mathnet-numerics
1. C#. OptionPricing VC\OptionsBS\BlackScholesOptionsCalculation
https://github.com/MichaelKono/BlackScholesOptionsCalculation
2. C# Cnd, price, Stopwatch, Performance Test
https://github.com/7sharp9/BlackScholesTasteTest
3. C# Forms, price,
Accord.Statistics.Distributions.Univariate
NormalDistribution Normal = new NormalDistribution()
https://www.nuget.org/packages/Accord.Statistics/
https://github.com/romainmoyon/blackscholes
4. C# Good need to implement. Interface
optionprice not correct
Black–Scholes formula. Simple implementation of the famous Black – Scholes formula. You can compare option pricing, for example on the deribit.com options exchange.
https://github.com/vadimvlk/BlackScholes
5. C#. Need To Implement Does not correctle price calc
A simple WPF application for Call & Put premium calculation using BlackScholes method
The options calculator is accessed after login In to simpliy only the the username cheched. any password will work
Technical features:
- WPF
- MVVM
- Authentication
- Validation
- Exceptions handling
- Event Aggregator
-Nuget packages:
- xUnit
- Moq
- xUnit runner
- Newtonsoft.Json
https://github.com/FullCod/BSOptionsPricer
6. C# Price, Simple, CDF
https://github.com/kuankuan27/BlackScholes
7. C# Price,
https://github.com/tergabri/BlackScholes
Simple GUI pricer
Enter values for different paramters Numbers should be entered on the international format (with dots)
I made this app out of a sample here:
https://www.markwithall.com/programming/2013/03/01/worlds-simplest-csharp-wpf-mvvm-example.html
8. C# Simple Price, NDF, CDF, IV Need to make CA
https://github.com/gavinlevy/BlackScholes
9. Pricing. NetCore 2.2
Implementation of black scholes pricing for options
https://github.com/ZackBorton/BlackScholes
10. Wpf. OptionCalculator Nice WpfForm
https://github.com/Janderson/BlackScholesCalculator
11.
Options pricer GUI in C#, capable of calculating the price of European call or put options using the Black-Scholes pricing model.
The Black-Scholes pricing model takes the following input parameters:
S Stock price
K Strike price
t Time to maturity in years
σ Standard deviation of underlying stock
r Risk-free interest rate
Based on these parameters, define the values d_1 and d_2 as follows:
d_1= ( ln(S/K)+(r+ σ^2/2)t)/(σ√t)
d_2=d_1-σ√t
The premiums for a call option c and a put option p are then calculated as follows:
c=SN(d_1 )-Ke^(-rt) N(d_2)
p=Ke^(-rt) N(-d_2 )-SN(-d_1)
Where N is the cumulative normal distribution function.
https://github.com/kbarki/BlackScholesOptionsPricer
12. WinForms, Simple
https://github.com/Junglists/Assignment-2-BlackScholes
13. PDF AspNetCore
Generators
public static double SampleGaussian(double mean, double stddev)
public static double[] brownian_mouvement(Settings settings)
public static double[] equation_stochastic(Settings settings)
public static double[] equation_sigma(Settings settings, double[] x)
https://github.com/MaiCaz/BlackScholesProject/blob/master/Pre%CC%81sentation.pdf
https://github.com/MaiCaz/BlackScholesProject
14. C# WinForm
https://github.com/romainmoyon/blackscholes
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