Different methods for pricing options including Black Scholes, Binomial Models and Put-Call Parity
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Updated
Jul 7, 2024 - Jupyter Notebook
Different methods for pricing options including Black Scholes, Binomial Models and Put-Call Parity
Jupyter notebooks implementing Finance projects
This repo includes Prediction with Binomial Logistic Regression.
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.
Lighting the way in options pricing
Logistic regression and stochastic gradient descent approaches used to predict a binomial variable
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
Implementation of option pricing 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.
Option pricing 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.
A python program to implement the discrete binomial option pricing model
Model prediction
Transparent, modular, and adjustable binomial options pricing model
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Option Pricing Calculator using the Binomial Pricing Method (No Libraries Required)
A variation of the Binomial Model to create series with scaling and multifractal properties.
Calculate the value of a European or American put/call in n periods in R.
Calcula el valor de un put/call a n periodos en Python con diagrama de precios.
Option Calculator using Black-Scholes model and Binomial model
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