Quantitative Finance tools
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Updated
Jul 6, 2023 - Python
Quantitative Finance tools
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
Currency Binary Option Pricing with 3 methods and implied smile
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.
Interactive visualization of the CRR binomial options pricing model
EcoFin is a quantitative economic library
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
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
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).
Lattice/tree pricing methods for European and American options
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
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 option pricing demo. Three option pricing models with their Greeks.
Uses two different methods to calculate a callback option's expected value
Prices financial options using a multi-period binomial tree model.
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Binomial Tree Options Pricing Model
This Python script helps financial enthusiasts and professionals understand the dynamics of American put options by calculating their exercise boundary.
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
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