AmineMahdioui / Option-Pricing-Interface

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

Option Pricing Web Application

This is a Streamlit web application for option pricing using various models. It provides features for option pricing, tree plotting, and model comparison.

Table of Contents

• Option Pricing Web Application
  • Table of Contents
  • Description
  • How to Run
  • Dependencies
  • Usage
  • Screenshots

Description

This application provides a user-friendly interface to perform option pricing using different models. It includes the following functionalities:

• Option Pricing: Calculate option prices using Black-Scholes, Jarrow-Rudd, Cox-Ross-Rubinstein, and Kamrad-Ritchken models.

• Tree Plotter: Visualize option and stock trees for selected models.

• Model Comparison: Compare the convergence of different pricing models.

How to Run

1. Install the required dependencies using the following command:

   pip install streamlit tree_pricing_drawings matplotlib networkx plotly scipy
   

2. Run the application using the following command:

   streamlit run streamlit_platform.py
   

3. The application will open in your default web browser. You can select the desired option from the sidebar and input the required parameters.

Dependencies

• streamlit
• scipy
• tree_pricing_drawings
• matplotlib
• networkx
• plotly

Usage

• Select the option from the sidebar (Option Pricing, Tree plotter, Model Comparison).
• Input the required parameters.
• Click the "Calculate Option Price" or "Draw Tree" button as applicable.

Screenshots