binomial-tree
There are 36 repositories under binomial-tree topic.
quantsbin/Quantsbin
Quantitative Finance tools
krivi95/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.
t0nychn/options-2-trees
Interactive visualization of the CRR binomial options pricing model
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
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
LouisWW/Computational-Finance
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
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.
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
brayvid/option-pricing
Prices financial options using a multi-period binomial tree model.
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.
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.
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)
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
romaincaraes/option-valuation-python
An option valuation webapp in Python
Sebastian-git/BinomialBeacon
Lighting the way in options pricing
Cuadernin/ModeloBinomial
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
pontazaricardo/Finance_American_average-rate_call
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
pontazaricardo/Finance_European_single-barrier_knock-in_call
This is a binomial tree program that prices European single-barrier knock-in calls on a dividend-paying stock, and also determines the relative error based on the call price using the Black-Scholes model.