Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: binomial-tree
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: 20 days ago - Pushed: about 3 years ago - Stars: 0 - Forks: 0
tsu2000/binom_tree
Binomial Tree Options Pricing Model
Language: Python - Size: 200 KB - Last synced: 22 days ago - Pushed: 22 days ago - Stars: 1 - Forks: 0
arvchahal/FinancialOptionsPricer
Repo with implementation of options pricing simulators
Language: C++ - Size: 10.7 KB - Last synced: 22 days ago - Pushed: 22 days ago - Stars: 0 - Forks: 0
quantsbin/Quantsbin
Quantitative Finance tools
Language: Python - Size: 156 KB - Last synced: about 1 month ago - Pushed: 11 months ago - Stars: 463 - Forks: 69
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: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 0
LukasPietzschmann/Binomial-Tree
An implementation of a binomail Heap in Java
Language: Java - Size: 122 KB - Last synced: 6 months ago - Pushed: about 4 years 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: 7 months ago - Pushed: over 4 years ago - Stars: 134 - Forks: 62
LucaCamerani/EcoFin-Library
EcoFin is a quantitative economic library
Language: Python - Size: 891 KB - Last synced: about 13 hours ago - Pushed: about 3 years ago - Stars: 13 - Forks: 2
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: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0
romaincaraes/option-valuation-python
An option valuation webapp in Python
Language: Python - Size: 679 KB - Last synced: about 1 month ago - Pushed: 5 months ago - Stars: 0 - Forks: 1
krivi95/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: 3.56 MB - Last synced: 8 months ago - Pushed: over 1 year ago - Stars: 52 - Forks: 22
sammuharem/binomial_option_pricing_calculator
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Language: Python - Size: 14.6 KB - Last synced: 8 months ago - Pushed: over 2 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: 10 months ago - Pushed: over 1 year ago - Stars: 3 - Forks: 2
Sebastian-git/BinomialBeacon
Lighting the way in options pricing
Language: JavaScript - Size: 40.7 MB - Last synced: 9 months ago - Pushed: 9 months 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: 10 months ago - Pushed: 10 months ago - Stars: 0 - Forks: 0
ilchen/options-pricing
Python code for pricing European and American options with examples for individual stock and index options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Language: Jupyter Notebook - Size: 7.29 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 10 - Forks: 2
joberly/heap
A selection of generic heap packages for Go.
Language: Go - Size: 15.6 KB - Last synced: 11 months ago - Pushed: almost 6 years ago - Stars: 0 - Forks: 0
wbyates777/OptionPriceDemo
An option pricing demo. Three option pricing models with their greeks.
Language: C++ - Size: 152 KB - Last synced: about 1 year ago - Pushed: over 8 years ago - Stars: 1 - 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: about 1 year ago - Pushed: over 1 year 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: 7 months ago - Pushed: over 1 year 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: about 1 year ago - Pushed: almost 2 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: about 1 year ago - Pushed: over 5 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: about 1 year ago - Pushed: over 6 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: 11 months ago - Pushed: almost 2 years ago - Stars: 0 - Forks: 0
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: about 1 year ago - Pushed: over 4 years ago - Stars: 2 - Forks: 1
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: over 1 year ago - Pushed: over 2 years ago - Stars: 1 - Forks: 1
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: about 1 year ago - Pushed: over 6 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: about 1 year ago - Pushed: over 6 years ago - Stars: 0 - Forks: 1