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.

A quantitative finance project implementing stochastic volatility models (Heston, Bates) and interest rate diffusion models (CIR) to price Over-The-Counter (OTC) derivatives.

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.

Monte Carlo pricer for arithmetic Asian options, with full path simulation and a three-panel convergence study.