Quantitative Finance tools
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Updated
Jul 6, 2023 - Python
Quantitative Finance tools
Option Calculator using Black-Scholes model and Binomial model
Simple 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.
Interactive visualization of the CRR binomial options pricing model
Currency Binary Option Pricing with 3 methods and implied smile
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
EcoFin is a quantitative economic library
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
An option valuation webapp in Python
Uses two different methods to calculate a callback option's expected value
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
Lattice/tree pricing methods for European and American options
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
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.
Add a description, image, and links to the binomial-tree topic page so that developers can more easily learn about it.
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