Topic: "binomial-trees"
Jspano95/Derivatives_Pricing_Models
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Language: Jupyter Notebook - Size: 153 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 6 - Forks: 4
ucaiado/cpp-binomial-greeks
Calculating options greeks using binomial tree model in C++
Language: C++ - Size: 50.8 KB - Last synced at: about 2 months ago - Pushed at: about 4 years ago - Stars: 4 - Forks: 0
nicolaivicol/binomial-tree-options-R
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
Language: HTML - Size: 285 KB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 4 - Forks: 0
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: 19 days ago - Pushed at: 6 months ago - Stars: 3 - Forks: 0
pmontalb/MobileBinomialTreePricer
Binomial Tree Pricer
Language: Java - Size: 469 KB - Last synced at: about 2 years ago - Pushed at: about 7 years ago - Stars: 2 - Forks: 0
pontazaricardo/Finance_European_double-barrier_knock-out_call
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
Language: Matlab - Size: 2.54 MB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 0
wrcarpenter/Equity-Derivative-Models
Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.
Language: Jupyter Notebook - Size: 3.69 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0
BrentLeeSF/Dijkstra_Binomial_Queue
Receives file as list of cities and distance between these cities. Creates an Adjacency List, graph, then creates a Binomial Queue and uses Dijkstra's Algorithm to continually remove shortest distance between cities. SEE README
Language: Java - Size: 124 KB - Last synced at: almost 2 years ago - Pushed at: over 5 years ago - Stars: 1 - Forks: 0
BrentLeeSF/Persistent_BinarySearchTree_-_Persistent_Stack
Created a persistent binary search tree (PBST) and persistent stack. When adding a new element will create a new stack or PBST with the new element and connect the new PBST or stack to the previous PBST or stack. ***Please see README***
Language: Java - Size: 97.7 KB - Last synced at: almost 2 years ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 0
vladislavpyatnitskiy/deRivatives
Programmings skills application in derivative pricing
Language: R - Size: 2.12 MB - Last synced at: 29 days ago - Pushed at: 29 days ago - Stars: 0 - Forks: 0
tomdg7/Option-Pricer
Option Pricer
Language: Jupyter Notebook - Size: 135 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
