/Options-Theory

A project exploring various concepts related to European and American Options

Primary LanguageJupyter Notebook

Options-Theory

A project exploring various concepts related to European and American Options

Binomial Options Pricing Model

European Options and American Options

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Compaing the two Options: image

Black Scholes Model and Implied Volatility

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

Black Scholes Model as a Limiting case for Binomial Model

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Delta Hedging, a self-financing strategy

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Comparison of Pricing Models

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