Quant Finance Pricing Lab
Overview
Quant Finance Pricing Lab is a Python-based project for derivatives pricing and numerical methods in quantitative finance.
The project focuses on transparent implementation of core pricing models rather than relying only on black-box libraries.
Main Features
- Black-Scholes option pricing
- Greeks calculation
- Implied volatility estimation
- Binomial tree methods
- Monte Carlo simulation
- Finite-difference methods for option pricing