Quantitative Finance tools

Option Calculator using Black-Scholes model and Binomial model

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.

Interactive visualization of the CRR binomial options pricing model

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

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

EcoFin is a quantitative economic library

An option valuation webapp in Python

Lattice/tree pricing methods for European and American options

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

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.

This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.

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.

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

An option pricing demo. Three option pricing models with their Greeks.

TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.

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

A python implementation of the binomial options pricing model