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

EcoFin is a quantitative economic library

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.

An intuitive and versatile options library.

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.

Lattice/tree pricing methods for European and American options

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

Options pricing engine: Black-Scholes, Monte Carlo with variance reduction, Greeks.

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.

Uses two different methods to calculate a callback option's expected value

Arithmetic Asian option pricing: Hull-White lattice vs Monte Carlo, with a convergence and accuracy-versus-speed study on real AAPL data

options pricer web app with black-scholes, binomial trees, and live market data

Black-Scholes, American binomial trees, Monte Carlo and implied-vol solvers in Python, validated against QuantLib and 50-digit math, with two pre-registered numerical studies.

Binomial Tree Options Pricing Model

European and American option pricing by three cross-validated methods: Black-Scholes closed form, CRR binomial tree, and a Crank-Nicolson finite-difference solver

Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.