binomial-tree

Quantitative Finance tools

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.

Option Calculator using Black-Scholes model and Binomial model

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.

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

EcoFin is a quantitative economic library

A compact coursework repository combining empirical S&P 500 return modelling with binomial-tree and Black-Scholes option pricing, including numerical methods and dynamic hedging.

Demonstrate methods to improve accuracy of pricing options with binomial trees

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

Professional-grade options pricing and analytics platform with real-time market data, advanced visualization, and multiple option pricing models.

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.

An intuitive and versatile options library.

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).

This project aims to price American options using the Binomial model, the Barone-Adesi & Whaley approximation, and the Least-Squares MC method.

Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation

Lattice/tree pricing methods for European and American options

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

This Python script helps financial enthusiasts and professionals understand the dynamics of American put options by calculating their exercise boundary.

C++ Black-Scholes pricing engine with American options (binomial tree), REST API (cpp-httplib), and React dashboard for multi-leg portfolio analysis with real-time Greeks, payoff diagrams, and volatility surface visualization.