Interactive visualization of the CRR binomial options pricing model
-
Updated
Jun 22, 2021 - Python
Interactive visualization of the CRR binomial options pricing model
Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
Add a description, image, and links to the cox-ross-rubenstein topic page so that developers can more easily learn about it.
To associate your repository with the cox-ross-rubenstein topic, visit your repo's landing page and select "manage topics."