Topic: "jarrow-rudd-binomial-tree"
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: 20 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
zaid-24/Options-Trading-Strategy
Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy
Language: Jupyter Notebook - Size: 181 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0
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
