GitHub topics: binomial-model
carlobortolan/quantrs
A (very) fast Rust library for quantitative finance.
Language: Rust - Size: 4.78 MB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 4 - Forks: 2
aidinattar/Financial-Mathematics
Weekly exercises of the course of Stochastic Methods for Finance.
Language: Julia - Size: 19.7 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 8 - Forks: 1
f-z/financial-modelling
Financial modelling, derivatives, investments
Language: Java - Size: 6.26 MB - Last synced at: about 2 months ago - Pushed at: about 6 years ago - Stars: 15 - Forks: 5
VivekPa/BinomialOptModel
A python program to implement the discrete binomial option pricing model
Language: Python - Size: 438 KB - Last synced at: 10 days ago - Pushed at: about 3 years ago - Stars: 83 - Forks: 34
StatisticsHealthEconomics/gender-bias-in-hiring
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.
Size: 146 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 1 - Forks: 1
King3Ds/options-models
using binomial model, black-scholes model, and monte-carlo simulation to calculate fair premium price for call/put options of any stock
Language: Python - Size: 4.88 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0
yaaks7/options-pricing
Options Pricing Project
Language: JavaScript - Size: 6.48 MB - Last synced at: 8 months ago - Pushed at: 8 months ago - Stars: 1 - Forks: 0
Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Language: Jupyter Notebook - Size: 1.51 MB - Last synced at: 8 months ago - Pushed at: over 3 years ago - Stars: 71 - Forks: 16
Amaruq0703/Options-Pricing-Models
A platform that allows users to calculate the fair values of options with the Black Scholes and Binomial pricing models
Language: HTML - Size: 40 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0
cherylkly/WSB1535
Yong CKL, Soh MCK, Samsuri AN, Lim KN, Er KBH (2024). Trapping efficacy of invasive crows is affected by environmental factors and deployment history [Dataset]
Size: 18.6 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0
dimits-ts/quantitative-finance
Scripts for option pricing (European/American) and FX arbitrage opportunities.
Language: Python - Size: 219 KB - Last synced at: 25 days ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0
Asmagithu/Prediction-with-Binomial-Logistic-Regression-19th-November
This repo includes Prediction with Binomial Logistic Regression.
Size: 1.36 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
bmarroc/finance
Jupyter notebooks implementing Finance projects
Language: Jupyter Notebook - Size: 7.37 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
YuChenAmberLu/Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
Language: Jupyter Notebook - Size: 2.65 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 134 - Forks: 62
sammuharem/binomial_option_pricing_calculator
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Language: Python - Size: 14.6 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 0
CaoBittencourt/Derivatives
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Language: R - Size: 19.5 KB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
Sebastian-git/BinomialBeacon
Lighting the way in options pricing
Language: JavaScript - Size: 40.7 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0
ayushgun/options-pricer
A full-stack application for pricing options using the Black–Scholes and binomial pricing models.
Language: TypeScript - Size: 7.87 MB - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 1
alexoliveros92/Regression
Logistic regression and stochastic gradient descent approaches used to predict a binomial variable
Language: Jupyter Notebook - Size: 0 Bytes - Last synced at: about 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0
KenatSF/Asset-fall-prediction
Model prediction
Language: Jupyter Notebook - Size: 5.99 MB - Last synced at: about 2 months ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
gokkayahmet/PRICING-DERIVATIVES-WITH-BINOMIAL-TREE-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
Language: Jupyter Notebook - Size: 145 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 0
artemmavrin/binomial-options-pricing 📦
Find arbitrage-free initial price for options in the CRR binomial options pricing model
Language: C - Size: 7.81 KB - Last synced at: over 2 years ago - Pushed at: almost 8 years ago - Stars: 4 - Forks: 0
ed-cooper/BinomialCalculator 📦
Calculates probabilities from a binomial distribution
Language: C# - Size: 24.4 KB - Last synced at: over 2 years ago - Pushed at: almost 8 years ago - Stars: 0 - Forks: 0
white07S/Pricing-Models
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.
Language: Python - Size: 206 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 3
Matteo-Ferrara/option-pricer
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
Language: Python - Size: 50.8 KB - Last synced at: over 2 years ago - Pushed at: almost 3 years ago - Stars: 3 - Forks: 0
antonietamg/Simple_AB_Model_py
A variation of the Binomial Model to create series with scaling and multifractal properties.
Language: Jupyter Notebook - Size: 13.7 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0
Cuadernin/ModBinomialR
Calculate the value of a European or American put/call in n periods in R.
Language: R - Size: 8.79 KB - Last synced at: 2 months ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0
Cuadernin/ModeloBinomial
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Language: Python - Size: 261 KB - Last synced at: 2 months ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0
xliUNR/ZazoveExercises
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
Language: Python - Size: 48.8 KB - Last synced at: over 2 years ago - Pushed at: almost 6 years ago - Stars: 2 - Forks: 3
