Organizations Tagged with option-models: Quantitative Teams Using Option Models for Derivatives Pricing, Risk Management, and Algorithmic Trading
Discover organizations tagged with option-models that develop, deploy, and research option pricing frameworks—ranging from Black-Scholes and binomial trees to Monte Carlo and stochastic-local volatility models. This curated list highlights organizations using option models for derivatives pricing, Greeks-driven hedging, model calibration to implied volatility surfaces, model risk assessment, and algorithmic trading strategies, and includes technical signals like tech stack (Python, C++, QuantLib), data pipelines, and production deployment notes. Use the filtering UI to narrow results by sub-tags (Black-Scholes, Monte Carlo, volatility modeling, calibration) and evaluate organizations by industry, open-source contributions, benchmarked performance, and integration readiness. Explore these organization profiles to compare methodologies, discover implementation patterns, and contact teams for partnerships, hiring, or technical collaboration.
