Find arbitrage-free initial price for options in the CRR binomial options pricing model
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Updated
Jul 20, 2017 - C
Find arbitrage-free initial price for options in the CRR binomial options pricing model
Lighting the way in options pricing
Transparent, modular, and adjustable binomial options pricing model
This repo includes Prediction with Binomial Logistic Regression.
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Logistic regression and stochastic gradient descent approaches used to predict a binomial variable
A variation of the Binomial Model to create series with scaling and multifractal properties.
The binomial tree model is a commonly used approach for pricing 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
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Analysis of local adaptation on Medicago for French institute INRA
Calculates probabilities from a binomial distribution
Model prediction
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.
Different methods for pricing options including Black Scholes, Binomial Models and Put-Call Parity
Calculate the value of a European or American put/call in n periods in R.
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
Jupyter notebooks implementing Finance projects
Weekly exercises of the course of Stochastic Methods for Finance.
Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
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