GitHub topics: binomial-tree
DanteMichaeli/GPU-option-pricing-thesis
(In progress) Bachelor's thesis on GPU acceleration of the CRR binomial tree model and Monte Carlo option pricing
Language: TeX - Size: 1.38 MB - Last synced at: 2 days ago - Pushed at: 2 days ago - Stars: 0 - Forks: 0
ilchen/options-pricing
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.
Language: Jupyter Notebook - Size: 13.4 MB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 26 - Forks: 3
quantsbin/Quantsbin
Quantitative Finance tools
Language: Python - Size: 156 KB - Last synced at: 6 days ago - Pushed at: almost 2 years ago - Stars: 551 - Forks: 79
just-krivi/option-pricing-models
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.
Language: Python - Size: 19.2 MB - Last synced at: 16 days ago - Pushed at: 5 months ago - Stars: 213 - Forks: 62
wbyates777/OptionPriceDemo
An option pricing demo. Three option pricing models with their Greeks.
Language: C++ - Size: 23.4 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0
oscarhoffmann3487/TPPE29_Financial_markets
This repository contains Matlab code for pricing European, American, and exotic options using a binomial tree framework. The project was completed as part of the TPPE29 course in Financial Markets and Instruments at Linköping University.
Language: MATLAB - Size: 10.7 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
Aniket2002/option-pricing
Interactive Streamlit dashboard for visualizing and comparing option pricing models — Black-Scholes, Binomial Trees, Monte Carlo, Asian, and Barrier options — with real-time simulations and strategy insights.
Language: Python - Size: 10.7 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
romaincaraes/option-valuation-python
An option valuation webapp in Python
Language: Python - Size: 681 KB - Last synced at: 6 days ago - Pushed at: 3 months ago - Stars: 0 - Forks: 1
mrigankdoshy/options-pricing
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.
Language: C++ - Size: 1.31 MB - Last synced at: 3 months ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 1
LucaCamerani/EcoFin-Library
EcoFin is a quantitative economic library
Language: Python - Size: 891 KB - Last synced at: 25 days ago - Pushed at: about 4 years ago - Stars: 14 - Forks: 2
hedge0/OptionsPricerLib
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
Language: Python - Size: 59.6 KB - Last synced at: 3 days ago - Pushed at: 7 months ago - Stars: 3 - Forks: 0
MikaCardinaal/LiveOptionPricer
In this project I try to price options using different pricing methods with real market data from the yfinance api module in python. I also need to estimate certain model parameters in order to use these models.
Language: Python - Size: 5.86 KB - Last synced at: 5 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0
t0nychn/options-2-trees
Interactive visualization of the CRR binomial options pricing model
Language: Python - Size: 3.2 MB - Last synced at: 7 months ago - Pushed at: almost 4 years ago - Stars: 19 - Forks: 28
onnple/binomialheap
二项堆使用优先队列（二项队列），原文地址：http://www.srcmini.com/1588.html
Language: C - Size: 9.77 KB - Last synced at: 11 months ago - Pushed at: almost 6 years ago - Stars: 1 - Forks: 0
tsu2000/binom_tree
Binomial Tree Options Pricing Model
Language: Python - Size: 229 KB - Last synced at: 3 months ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
arvchahal/FinancialOptionsPricer
Repo with implementation of options pricing simulators
Language: C++ - Size: 10.7 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
ps1899/Options-Pricing-Simulations
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.
Language: Python - Size: 4.65 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - 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
AmineMahdioui/Option-Pricing-Interface
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
Language: Python - Size: 861 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
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
LouisWW/Computational-Finance
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
Language: Python - Size: 11.5 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 2
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
aidanabekboeva/American-Option-Binomial-Trees
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.
Size: 8.79 MB - Last synced at: almost 2 years ago - Pushed at: almost 2 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
jakeberggren/TPPE29-Financial-Markets-and-Instruments
TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.
Language: MATLAB - Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
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
alki22/Lookback-option-value
Uses two different methods to calculate a callback option's expected value
Language: Python - Size: 12.7 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 2 - Forks: 1
pontazaricardo/Finance_BinomialTree_American-put_European-put
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).
Language: Matlab - Size: 2.42 MB - Last synced at: over 2 years ago - Pushed at: almost 8 years ago - Stars: 3 - Forks: 3
Alex-S-H-P/fibHeap
A fibonaci Heap implementation for go
Language: Go - Size: 25.4 KB - Last synced at: 12 months ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0
SebastienEveno/equity-derivatives-pricer
This API, written in C#, is set to ultimately allow anyone to price different derivatives on equity, with various numerical methods.
Language: C# - Size: 65.4 KB - Last synced at: over 2 years ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 1
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
LukasPietzschmann/Binomial-Tree
An implementation of a binomail Heap in Java
Language: Java - Size: 122 KB - Last synced at: 7 days ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0
joberly/heap
A selection of generic heap packages for Go.
Language: Go - Size: 15.6 KB - Last synced at: 12 months ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0
pontazaricardo/Finance_European_single-barrier_knock-in_call
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.
Language: Matlab - Size: 4.1 MB - Last synced at: over 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0
pontazaricardo/Finance_American_average-rate_call
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
Language: Matlab - Size: 2.41 MB - Last synced at: over 2 years ago - Pushed at: almost 8 years ago - Stars: 0 - Forks: 1