An option pricing demo. Three option pricing models with their Greeks.
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Updated
Oct 30, 2015 - C++
An option pricing demo. Three option pricing models with their Greeks.
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
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).
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.
A selection of generic heap packages for Go.
Uses two different methods to calculate a callback option's expected value
Prices financial options using a multi-period binomial tree model.
Currency Binary Option Pricing with 3 methods and implied smile
二项堆使用优先队列(二项队列),原文地址:http://www.srcmini.com/1588.html
Option Calculator using Black-Scholes model and Binomial model
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.
An implementation of a binomail Heap in Java
Lattice/tree pricing methods for European and American options
EcoFin is a quantitative economic library
A python implementation of the binomial options pricing model
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Interactive visualization of the CRR binomial options pricing model
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Transparent, modular, and adjustable binomial options pricing model
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
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