/ProjectPricingOption

Project for auto-pricing different financial options.

GNU General Public License v2.0GPL-2.0

ProjectPricingOption

Project for auto-pricing different financial options, which includes:

  1. Vanilla Options with Binomial Tree Model
  • American Options
  • European Options
  1. Lookback Options
  2. Asian Options with Monte Carlo Model
  3. Barrier Options
    It's a financial related project for my GF, which means basically nothing interesting here.