Option Calculator using Black-Scholes model and Binomial model

A python program to implement the discrete binomial option # model

Option # with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Implementation of option # models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.

Financial modelling, derivatives, investments

Option # using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes

Weekly exercises of the course of Stochastic Methods for Finance.

Find arbitrage-free initial price for options in the CRR binomial options # model

The binomial tree model is a commonly used approach for # 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

Exercises for Zazove Associates interview process. Option-free coupon bond # using discounted cash flow model and European stock # using binomial model.

A (very) fast Rust library for quantitative finance.

Jupyter notebooks implementing Finance projects

Comprehensive finance tools for options # (Black-Scholes, Monte Carlo, Binomial) and stock analysis (RSI), built with Python and Next.js

Black Scholes and Binomial Models for # European Options and Longstaff Schwartz for # American Options

The project can be split into different sub-projects (easy difficulty: replication of the published meta-analysis for evidence of gender bias in hiring decisions; medium for newer modelling). Requires skills in R and will require some learning on Bayesian modelling.

Option # Calculator using the Binomial # Method (No Libraries Required)

A variation of the Binomial Model to create series with scaling and multifractal properties.

Analysis of local adaptation on Medicago for French institute INRA

Lighting the way in options #

Transparent, modular, and adjustable binomial options # model