Brian Byrne

Comparing Numerical and Analytical Techniques for Delta, Gamma, Vega, Theta, and Rho Greeks

Brian Byrne

Second and Higher-Order Greeks with 3D Visualizations in Python with Option Chain IV

Brian Byrne

Javascript Code for Black Scholes Merton Greeks

Brian Byrne

C++ Code for calculating Black Scholes Merton Greeks in Google Colab

Brian Byrne

Exploring Black-Scholes and Put-Call Parity with Python

Brian Byrne

Parameter Sensitivities of Black-Scholes-Merton a preamble to BSM Greeks

Brian Byrne

Visualizing Option Greeks with Python Delta, Gamma, Theta, Vega, and Rho Explained!

Brian Byrne

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Brian Byrne

Exploring the Intrinsic Value of Call and Put Options at Maturity

Brian Byrne

Intelligent Lattice Search Exploring Optimized C++ Code for American Option Pricing

Brian Byrne

Intelligent Lattice Search Efficiency in Option Pricing using Python, C++, Cython and Numba

Brian Byrne

Speed performance for binomial option pricing using C++, Python, Cython, and Numba

Brian Byrne

Cox-Ross-Rubinstein (CRR) binomial option pricing model in Google Sheets using JavaScript

Brian Byrne

Implementing the Enhanced FASB 123 Model with Javascript and automating in Google Sheets

Brian Byrne

Wrapping C++ Backend code and accessing through Python in Google Colab

Brian Byrne

Optimizing the Hull-White Boyle-Lau ESO Model Fast, Accurate Valuation for varying Parameters

Brian Byrne

Mastering the Hull-White (2004) Model for Employee Stock Options Python & C++ Performance Boost

Brian Byrne

Dumas, Fleming and Whaley (1998) ad hoc Black Scholes model with some machine learning in Python

Brian Byrne

Exploring Chris Brooks' Python Code for Econometrics with Generative AI

Brian Byrne

Lending Club Data Analysis and Machine Learning

Brian Byrne

Building an event window into the CAPM using a dummy variable

Brian Byrne

Scrape option chain data using yfinance Python script in Google Colab

Brian Byrne

Ames House Price Dataset from Kaggle opened in Google Colab replete with python notebook

Brian Byrne

Ames House Price Dataset (INRIA Github deployed using Google Colab)

Brian Byrne

Statistics for Data Science using Python (Github resources)

Brian Byrne

Econometrics to test for Efficient Market Hypothesis using Wooldridge in Google Colab

Brian Byrne

A python Notebook for Econometric Analysis (Wooldridge)

Brian Byrne

Developing a Literature Review for Machine Learning in Finance and Economics

Brian Byrne

ISLP a key resource for practitioners of Robotic Process Automation

Brian Byrne

Automating Bankruptcy Prediction using Financial Accounting Ratios in Google Colab

Brian Byrne