There are 0 repository under binomial-model topic.
Option Calculator using Black-Scholes model and Binomial model
A python program to implement the discrete binomial option pricing model
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Financial modelling, derivatives, investments
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
Weekly exercises of the course of Stochastic Methods for Finance.
Find arbitrage-free initial price for options in the CRR binomial options pricing model
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
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
Analysis of local adaptation on Medicago for French institute INRA
A variation of the Binomial Model to create series with scaling and multifractal properties.
Transparent, modular, and adjustable binomial options pricing model
Lighting the way in options pricing
Logistic regression and stochastic gradient descent approaches used to predict a binomial variable
This repo includes Prediction with Binomial Logistic Regression.
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Calculate the value of a European or American put/call in n periods in R.
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Calculates probabilities from a binomial distribution
The project can be split into different sub-projects (easy difficulty: replication of the published meta-analysis for evidence of gender bias in hiring decisions; medium for newer modelling). Requires skills in R and will require some learning on Bayesian modelling.