Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.
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Apr 30, 2021 - Jupyter Notebook
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volatility-surface
Here are 19 public repositories matching this topic...
Daily Volatility trading strategies on Index Equity Options
options trading quantitative-finance algorithmic-trading volatility backtesting-trading-strategies quantitative-trading backtesting options-trading options-strategies volatility-trading volatility-modeling options-trading-strategies volatility-smile quant-trader volatility-forecasting volatility-surface mean-reversion-trading
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Dec 9, 2025 - Jupyter Notebook
Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility
stochastic-volatility-models implied-volatility equity-options heston-model mean-reversion options-pricing sabr-model volatility-smile closed-form-solution volatility-surface implied-volatility-surface zabr-sabr
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Sep 23, 2025 - Python
Quantitative Finance Library & Option Trading Tool
optimization monte-carlo-simulation option-pricing quantitative-finance pnl hedging options-trading portfolio-management finite-difference-method volatility-modeling cross-border option-greeks options-trading-strategies trading-tool volatility-surface pnl-impact
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Jun 23, 2025 - Python
Jupyter notebooks implementing Finance projects
portfolio-optimization option-pricing algorithmic-trading binomial-model factor-models bollinger-bands efficient-frontier volatility-surface black-scholes-model sharpe-optimal-portfolio momentum-trading mean-reversion-trading
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Dec 22, 2023 - Jupyter Notebook
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Dec 3, 2025 - Python
A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.
python bloomberg volatility implied-volatility volatility-modeling volatility-surface-visualizer volatility-smile volatility-surface implied-volatility-surface
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Oct 17, 2025 - Python
Quantitative finance library for volatility surface modelling in C++20
option-pricing ceres nlopt computational-finance financial-engineering sabr svi sabr-model quant-finance volatility-surface heston-stochastic-volatility local-volatility-model sqp-optimization stochastic-local-volatility rough-heston
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Dec 8, 2025 - Jupyter Notebook
End-to-end volatility surface analysis pipeline: Real-time option data collection and cleaning, IV analysis SVI & SSVI surface calibration, RND extraction, deep learning volatility forecasting
machine-learning quantitative-finance implied-volatility svi options-pricing volatility-surface ssvi risk-neutral-density
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Dec 9, 2025 - Jupyter Notebook
An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
numpy monte-carlo plotly pandas matplotlib black-scholes greeks options-pricing streamlit volatility-surface options-greeks
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Mar 14, 2025 - Python
Live updating dynamic volatility surface constructed from options prices in C++
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Jun 14, 2024
Toolkit for option market research: SABR/SVI baseline calibration, neural network volatility surface models, fast Greeks inference, and reinforcement learning agents for dynamic hedging.
options reinforcement-learning deep-learning monte-carlo neural-networks derivatives option-pricing quantitative-finance risk-management hedging financial-engineering sabr ppo svi volatility-surface
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Oct 4, 2025 - Jupyter Notebook
Implied volatility surfaces from SPX option chains data (both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs
option-pricing implied-volatility black-and-scholes-pricing volatility-modeling volatility-surface-visualizer volatility-surface
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May 3, 2025 - Python
active investing
portfolio-optimization trading-strategies option-pricing quantitative-finance risk-management value-investing efficient-frontier intrinsic-value volatility-surface active-investing
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Jul 26, 2025 - OCaml
Black-Scholes options analysis platform that combines theoretical pricing models with real-time market data to calculate options. Platform powered by implementing Heston, GARCH, and Jump-Diffusion models with Numba-accelerated Monte Carlo simulations.
python finance options monte-carlo quantitative-finance numba financial-data financial-analysis black-scholes heston-model options-pricing volatility-surface
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Dec 9, 2025 - Python
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May 12, 2025 - Jupyter Notebook
Modular multi-asset-class Monte Carlo engine for pricing exotic derivatives and structured products with calibrated implied volatility surfaces (Heston, local vol, SVI) and a user-friendly Django web interface.
monte-carlo derivatives structured-products pricing-engine stochastic-volatility quant-finance volatility-surface local-volatility
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Dec 3, 2025 - Python
Implied Volatility Calibration via raw-SVI
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Jun 24, 2025 - Python
BEVL Toolkit is a Python library for constructing Break-Even Volatility (BEVL) surfaces — the volatility level that makes the expected P&L of a delta-hedged option equal to zero.
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Oct 2, 2025 - Python
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