There are 5 repositories under binomial-tree topic.
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.
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.
EcoFin is a quantitative economic library
Interactive visualization of the CRR binomial options pricing model
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
Lattice/tree pricing methods for European and American options
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 using the Binomial-tree, Monte Carlo method and Partial differential equation
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).
Uses two different methods to calculate a callback option's expected value
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.
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
An option pricing demo. Three option pricing models with their Greeks.
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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.
This project provides an implementation of the American Option pricing model using Binomial Trees. American Options offer the unique feature of being exercisable at any time prior to expiration, adding complexity to the pricing process.
A fibonaci Heap implementation for go
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
Repo with implementation of options pricing simulators
Transparent, modular, and adjustable binomial options pricing model
A python implementation of the binomial options pricing model
TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.
An implementation of a binomail Heap in Java
An option valuation webapp in Python
Lighting the way in options pricing
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
This is a binomial tree program that prices European single-barrier knock-in calls on a dividend-paying stock, and also determines the relative error based on the call price using the Black-Scholes model.