akshatjain1004/Options-Theory

A project exploring various concepts related to European and American Options

Options-Theory

A project exploring various concepts related to European and American Options

Binomial Options Pricing Model

European Options and American Options

Compaing the two Options:

Black Scholes Model and Implied Volatility

Here we also compared Actual Volatility in the prices and Implied Volatility

Black Scholes Model as a Limiting case for Binomial Model

Delta Hedging, a self-financing strategy

Comparison of Pricing Models