binomial-tree
There are 38 repositories under binomial-tree topic.
quantsbin/Quantsbin
Quantitative Finance tools
just-krivi/option-pricing-models
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.
YuChenAmberLu/Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
xinyexu/Binary-Option-Pricing
Currency Binary Option Pricing with 3 methods and implied smile
ilchen/options-pricing
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.
LucaCamerani/EcoFin-Library
EcoFin is a quantitative economic library
Matteo-Ferrara/option-pricer
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
mrigankdoshy/options-pricing
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.
732jhy/Lattice-Pricing-models
Lattice/tree pricing methods for European and American options
gokkayahmet/PRICING-DERIVATIVES-WITH-BINOMIAL-TREE-MODEL
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
hedge0/OptionsPricerLib
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
LouisWW/Computational-Finance
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
pontazaricardo/Finance_BinomialTree_American-put_European-put
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).
alki22/Lookback-option-value
Uses two different methods to calculate a callback option's expected value
ps1899/Options-Pricing-Simulations
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.
wbyates777/OptionPriceDemo
An option pricing demo. Three option pricing models with their Greeks.
AmineMahdioui/Option-Pricing-Interface
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
mugunthdinesh/Exercise-Boundary-for-American-Options
This Python script helps financial enthusiasts and professionals understand the dynamics of American put options by calculating their exercise boundary.
onnple/binomialheap
二项堆使用优先队列（二项队列），原文地址：http://www.srcmini.com/1588.html
sammuharem/binomial_option_pricing_calculator
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
The-Research-Scientist-Pod/options-pricing-calculator
Options Pricing Calculator
tsu2000/binom_tree
Binomial Tree Options Pricing Model
aidanabekboeva/American-Option-Binomial-Trees
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.
Alex-S-H-P/fibHeap
A fibonaci Heap implementation for go
arvchahal/FinancialOptionsPricer
Repo with implementation of options pricing simulators
colinkimball/BinomialOptionsModel
Transparent, modular, and adjustable binomial options pricing model
GravO8/binomial_model
A python implementation of the binomial options pricing model
jakeberggren/TPPE29-Financial-Markets-and-Instruments
TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.
joberly/heap
A selection of generic heap packages for Go.
LukasPietzschmann/Binomial-Tree
An implementation of a binomail Heap in Java
MikaCardinaal/LiveOptionPricer
In this project I try to price options using different pricing methods with real market data from the yfinance api module in python. I also need to estimate certain model parameters in order to use these models.
ReshiAdavan/Optio
options pricing engine
romaincaraes/option-valuation-python
An option valuation webapp in Python
Sebastian-git/BinomialBeacon
Lighting the way in options pricing
vladislavpyatnitskiy/derivativespy
Toolkit for derivatives
Cuadernin/ModeloBinomial
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.