binomial-trees
There are 12 repositories under binomial-trees topic.
hongwai1920/Implement-Option-Pricing-Model-using-Python
Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.
Jspano95/Derivatives_Pricing_Models
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
nicolaivicol/binomial-tree-options-R
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
pmontalb/MobileBinomialTreePricer
Binomial Tree Pricer
ucaiado/cpp-binomial-greeks
Calculating options greeks using binomial tree model in C++
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.
pontazaricardo/Finance_European_double-barrier_knock-out_call
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
BrentLeeSF/Dijkstra_Binomial_Queue
Receives file as list of cities and distance between these cities. Creates an Adjacency List, graph, then creates a Binomial Queue and uses Dijkstra's Algorithm to continually remove shortest distance between cities. SEE README
wrcarpenter/Equity-Derivative-Models
Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.
BrentLeeSF/Persistent_BinarySearchTree_-_Persistent_Stack
Created a persistent binary search tree (PBST) and persistent stack. When adding a new element will create a new stack or PBST with the new element and connect the new PBST or stack to the previous PBST or stack. ***Please see README***
tomdg7/Option-Pricer
Option Pricer
gsmyridis/ginkgo
Python package for pricing European options, American options and futures contracts with the binomial tree