Option Pricing Dashboard
A comprehensive toolkit for financial professionals and researchers to price options using industry-standard models. Combine sophisticated mathematical methods with user-friendly interfaces to gain valuable insights into option valuation.
Multiple Models
Support for Black-Scholes, Heston models with mathematical rigor and precision.
Method Comparison
Analyze pricing differences between numerical methods, closed-form solutions, and Monte Carlo simulations.
Live Market Data
Integrate with market APIs to fetch real-time option data, calculate implied volatilities, and calibrate Heston model.
Advanced Option Pricing Features
Explore the comprehensive toolset designed for financial engineers, quants, and researchers to analyze, price, and understand options with mathematical precision.
Black-Scholes & Heston Models
Price options using both fundamental Black-Scholes formula and advanced stochastic volatility Heston model with precision.
Diverse Solution Methods
Choose from multiple numerical approaches including closed-form solutions, Monte Carlo simulations, and Fourier transform methods.
Greeks Calculation
Calculate option sensitivities (Delta, Gamma, Theta, Vega, Rho) to understand risk exposures and manage portfolios effectively.
Real-time Market Integration
Connect to market data APIs to fetch current option prices and use them for model calibration and benchmarking.
Stochastic Process Simulation
Visualize and simulate various stochastic processes that drive asset price movements, including Brownian motion.
Model Calibration
Calibrate models to market data using optimization techniques like Levenberg-Marquardt and Trust Region Reflective methods.
Mathematical Foundation
This project implements rigorous mathematical models derived from stochastic calculus, partial differential equations, and numerical methods to ensure accurate option pricing in various market conditions.
- Stochastic Differential Equations
- Numerical Integration Algorithms
- Fourier Transform Techniques
About the Author
Hassan EL QADI
I'm a Financial Engineering student with a passion for quantitative finance and computational methods. My work focuses on building sophisticated mathematical models and making them accessible through intuitive user interfaces.
With expertise in stochastic calculus, derivatives pricing, and numerical methods, I create tools that bridge the gap between complex financial theory and practical applications. This options pricing project demonstrates how powerful financial models can be implemented with modern web technologies.
Option Pricing Research Project
This project represents a comprehensive implementation of modern option pricing theory, combining financial mathematics with interactive visualization and practical applications.
Project Highlights
- Added Heston model with stochastic volatility
- Implemented Fourier Transform via Carr-Madan
- Added real-time market data integration
- Built with React and Next.js for optimal performance
- Enhanced visualization with interactive charts