C++, Black,Scholes, Calc, GitHub,

https://github.com/search?l=C%2B%2B&q=BlackScholes&type=Repositories

1. C++

This project implements a Monte Carlo simulation of the Black-Scholes financial model, using both the European and the Asian options. It contains an OpenCL C++ kernel, to be mapped to FPGA via SDAccel. It provides much better energy-per-operation than a GPU implementation, at a comparable performance level. Further details can be found in the following paper. If you find this work useful for your research, please consider citing:

https://github.com/dr-liangma/BlackScholes_MonteCarlo

2. mpi c++, c

MPI implementations of Fluidanimate and Blackscholes from PARSEC Multithreaded Benchmark.

https://github.com/jahanzebmaqbool/parsec-mpi

3. BS Model C++

We're implementing an options Pricer which can use either a Binomial Model or a BlackScholes Model for the underlying.

for the Binomial model, we use the risk Neutral probability method and the std::queue object help us to iterate the calcul for any period.

For the BlackScholes Model, we use a mersenne twister Generator and Box-Muller algorithm to generate a normal distribution. With this we're able to price: -> Put -> Call -> DigitalCall -> DigitalPut

https://github.com/BWhannou/BlackScholesModel_VS

4. C++ 

Black Scholes Formula

https://github.com/jay754/blackscholes

5. R, C++

This package provides fast methods to work with Merton's distance to default model. The methods includes simulation and estimation of the parameters. It can be installed with devtools by calling

https://github.com/boennecd/DtD

6. C++ Greeks

https://github.com/pepelawycliffe/blackschole

7. C++, xml - serialization, class example 

https://github.com/wut08/BlackScholes

8. C++ price simulation, options strategy, class, Europian, American, Digital

https://github.com/Axaxa1/BlackScholes

9. C++ greeks, MonteCarlo, Simulation, putcallparity, random generator mt19937

Option_Pricing_Cpp BlackScholes, Greeks, Monte Carlo Pricing Engine

https://github.com/aketkar/Option_Pricing_Cpp

10. C++

• Option Pricing Program with C++
• Binary option and Plain Vanila option.
• Practicing Polymorphism

https://github.com/cocobolla/BlackScholes

11. C++

montecarlo, option pricing, PDF, CDF

https://github.com/AxelChedri/BlackScholes

12. C++

Interpolation, NDF,

https://github.com/Kinopiso/BlackScholes

13. C++

BS calcApp  Win

The Black-Scholes model is a model that predicts prices for call and put options. It is based on a few factors such as stock price (S), volatility (V), strike price (X), time, and interest rate. The model is ideal for vanilla options pricing (standardized option without any extra features). What it lacks is: changing interest rate, stocks that pay dividends, transaction costs, and changes in volatility, market disruptions, etc.

https://github.com/akmay/blackscholesapp

14. С++

Parallel Parsec

https://github.com/ParaGroup/p3arsec

-> Parallel  Framework with CAF

https://github.com/actor-framework/actor-framework

https://dl.acm.org/doi/10.1145/3132710

https://dl.acm.org/doi/pdf/10.1145/3132710

15. C++

BlackScholes pricing engine, written in OO C++ and used to price European vanilla options with Monte Carlo simulation

https://github.com/shreemoyee/BlackScholesEngine

16. C++

BlackScholesPAP

https://github.com/ggabimoran/BlackScholesPAP

17. С++ 

BS Options pricing, QT, GUI

https://github.com/meteorhead/BlackScholesPricing

18. C

https://github.com/akva2/IFEM-BlackScholes

19. C++ 

BSM

https://github.com/EricIsrael/BlackScholesEngine

20. C++

Black-Scholes Example of European Option Price in C++

This example show the use of the erfc error function implementing a Normal distribution CDF to calculate a Call and a Put (European option) using Black-Scholes formula in C++.

The GUID is written in MFC, but the relevant code that deals with the computation is decoupled from the UI and it can be examined by itself alone.

https://github.com/c-chavez/BlackScholesOptionPrice

21. C++

A basic program to calculate the Black-Scholes pricing model .

https://github.com/donovan680/Simple_BlackScholes

22. C++

I developed this library as a basic tool to start working on Quantitative Finance tasks.

The final instrument implemented is calibration of volatility smile (with Spline interpolation) but the library also includes Black/Black&Scholes formulae and implied volatility (spot).

The following examples are to show how to use the different functions.

https://github.com/arielNacamulli/BlackScholes_impliedVol

23. C++

https://github.com/rubensrech/blackscholes-rp-dmr

24. C++

https://github.com/ThadeuFerreira/BlackScholes_FPGA

25. C++

Calculator

https://github.com/kyleOckerlund/BlackScholesCalculator

26. C++

An defined implementation to compute american and european options using dynamic programming methods from the binomial option pricing model. An implementation for the black scholes model and associated greeks that takes in account for discounts.

https://github.com/jetpotion/BlackScholesAndBinomialOptions

27. C++

Usage of stochastic differential equations to solve applied problems of financial mathematics. Study of optimization methods of algorithms and their use in HPC. Generation of pseudorandom numerical sequences for Wiener process simulation. Automation of the collection of results, etc.

F:\DownLoads\Options\Doc

https://github.com/xnd-r/BlackScholesOptionPricingModel

28. C++

Programs for Quantitative Research and Decision Making

1. Matrix Manipulation Functions
2. Correlation, Covariance and Volatility of two assets
3. Garch Model of Asset Prices
4. Calculate the distance between two nodes
5. Find factorial using recursion
6. Generate Random Number from Specified Probability Distribution
7. Code to check if two matrices are multipliable
8. Schonhage-Strassen Algorithm - Multiply 2 numbers
9. Merton Jump Diffusion - See separate repository

https://github.com/QGoGithub/CplusplusResearch_Decision_Making