An option pricing demo. Three option pricing models with their Greeks.
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Updated
Oct 30, 2015 - C++
An option pricing demo. Three option pricing models with their Greeks.
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.
A selection of generic heap packages for Go.
The binomial tree model is a commonly used approach for pricing derivatives, such as options. The basic idea behind the model is to create a tree of possible stock prices over time, based on a set of input parameters
A python implementation of the binomial options pricing model
二项堆使用优先队列(二项队列),原文地址:http://www.srcmini.com/1588.html
Binomial Tree Options Pricing Model
Repo with implementation of options pricing simulators
An implementation of a binomail Heap in Java
This Python script helps financial enthusiasts and professionals understand the dynamics of American put options by calculating their exercise boundary.
This project provides an implementation of the American Option pricing model using Binomial Trees. American Options offer the unique feature of being exercisable at any time prior to expiration, adding complexity to the pricing process.
This is a binomial tree program that prices European single-barrier knock-in calls on a dividend-paying stock, and also determines the relative error based on the call price using the Black-Scholes model.
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Transparent, modular, and adjustable binomial options pricing model
A fibonaci Heap implementation for go
Lighting the way in options pricing
Python/Streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
An option valuation webapp in Python
Lattice/tree pricing methods for European and American options
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