суббота, 9 октября 2021 г.

C#, Black,Scholes, Calc, GitHub, CSharp, Math.Net

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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