/binom_tree

Binomial Tree Options Pricing Model

Primary LanguagePython

binom_tree

image

A simple web application that is geared toward students studying options pricing, namely the Binomial Options Pricing Model (or CRR Model). App features:

  • Allows users to create and view a Binomial Tree Model with their given input parameters.
  • Lets users export their selected data to an Excel (.xlsx) file and their binomial tree model to a PDF file.
  • View a detailed explanation of how the model works for pricing options in the current time period.

Link to Web App: