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brents-method

Here are 6 public repositories matching this topic...

tmfreiberg / black-scholes-option-pricer

European option pricing under Black-Scholes-Merton: prices, Greeks, implied volatility, and sensitivity surfaces. Typed, tested, NumPy-only — no SciPy, so it runs in a browser. The published document shows where the model breaks, generating a volatility smile and inverting it.

python numpy webassembly numerical-methods jump-diffusion implied-volatility greeks quarto derivatives-pricing options-pricing black-scholes-merton pyodide volatility-smile brents-method merton-model quantitative-finance-option-pricing

Updated Aug 5, 2026
Python

ergineeer / numericalAnalysisMethods

Functions for numerical analysis methods - Bisection, False-Position, Newton-Raphson, Secant Method, Brent's Method

matlab root-finding numerical-analysis newton-raphson bracketing root-finding-methods bisection-method secant-method brents-method

Updated Mar 22, 2021
MATLAB

oguzarar / DosyaOrganizasyonu

brents-method

Updated Jan 4, 2026
Python

fra99le / fnt

Numerical Toolbox

minimization root-finding numerical-methods differential-evolution numerical-optimization nelder-mead newton-raphson newtons-method simpson-rule bisection-method secant-method brent-dekker trapezoidal-rule gradient-estimation brents-method

Updated Mar 6, 2024
C

utkucaylan / Python_Public

Public repository of Pyhton scripts developed by utkucaylan

python scientific-computing numerical-methods newton-raphson open-methods secant-method roots-of-equation brents-method simple-fixed-point-method

Updated Apr 4, 2023
Python

AlexY237 / SPY-options-IV-model

Python, Quantitive-Finance, Optio

python quantitative-finance black-scholes options-pricing brents-method

Updated Jul 28, 2026
Jupyter Notebook

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