danielxu04 / DerivaPrice

A theoretical derivative pricing calculator using pricing models such as Black-Scholes, Binomial, and Monte Carlo simulations, implemented with Python and SciPy.

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DerivaPricer

A theoretical derivative pricing calculator using a range of pricing models such as Black-Scholes, Binomial, and Monte Carlo simulations, implemented using Python coupled with advanced techniques from stochastic calculus.

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A theoretical derivative pricing calculator using pricing models such as Black-Scholes, Binomial, and Monte Carlo simulations, implemented with Python and SciPy.


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Language:Jupyter Notebook 94.9%Language:Python 5.1%