binomial-tree

Option pricing and derivatives analytics in Python: Black-Scholes, binomial, Monte Carlo, greeks, strategies

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.

Option Calculator using Black-Scholes model and Binomial model

Educational derivative pricing and risk models in Python: finite differences, binomial/trinomial trees, credit models and stochastic processes.

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.

Currency Binary Option Pricing with 3 methods and implied smile

Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

EcoFin is a quantitative economic library

A compact coursework repository combining empirical S&P 500 return modelling with binomial-tree and Black-Scholes option pricing, including numerical methods and dynamic hedging.

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

Demonstrate methods to improve accuracy of pricing options with binomial trees

Professional-grade options pricing and analytics platform with real-time market data, advanced visualization, and multiple option pricing models.

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.

An intuitive and versatile options library.

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).

Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation

A modular Python toolkit for advanced options pricing, volatility modeling, Greeks computation, and risk analysis. Includes Monte Carlo and Black-Scholes models, machine learning volatility surfaces, and interactive visualizations via Streamlit.

This project aims to price American options using the Binomial model, the Barone-Adesi & Whaley approximation, and the Least-Squares MC method.

Lattice/tree pricing methods for European and American options

Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)