binomial-tree

Quantitative Finance tools

Option Calculator using Black-Scholes model and Binomial model

Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.

Currency Binary Option Pricing with 3 methods and implied smile

EcoFin is a quantitative economic library

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.

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).

Lattice/tree pricing methods for European and American options

An option pricing demo. Three option pricing models with their greeks.

二项堆使用优先队列（二项队列），原文地址：http://www.srcmini.com/1588.html

Interactive visualization of the CRR binomial options pricing model

An option valuation webapp in Python

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

Uses two different methods to calculate a callback option's expected value

A selection of generic heap packages for Go.

This API, written in C#, is set to ultimately allow anyone to price different derivatives on equity, with various numerical methods.

A python implementation of the binomial options pricing model

An implementation of a binomail Heap in Java

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.

This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.

Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation

Calcula el valor de un put/call a n periodos en Python con diagrama de precios.

Transparent, modular, and adjustable binomial options pricing model