A python program to implement the discrete binomial option pricing model
☆84Apr 5, 2022Updated 4 years ago
Alternatives and similar repositories for BinomialOptModel
Users that are interested in BinomialOptModel are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- An open source library for portfolio optimisation☆372Feb 27, 2024Updated 2 years ago
- Algorithmic multi-greek hedges using Python☆21Dec 6, 2020Updated 5 years ago
- Gives stats of your play on pokernow.club given the logs.☆15Jul 22, 2022Updated 3 years ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Python solver for the Brownian, Stochastic, or Noisy Differential Equations☆12Jul 12, 2018Updated 7 years ago
- Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method☆45Mar 4, 2021Updated 5 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- A chrome extension heads up display for the poker website pokernow.club☆19Sep 15, 2023Updated 2 years ago
- Different quantitative trading models research☆54Dec 17, 2024Updated last year
- ☆12Sep 11, 2023Updated 2 years ago
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- ☆16Apr 27, 2021Updated 5 years ago
- This is a Python implementation of the Heston model for option pricing using Monte Carlo simulation. The code takes in parameters and gen…☆19Mar 7, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Mock test for Flow Traders mental maths test☆19May 2, 2020Updated 6 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆123Apr 5, 2019Updated 7 years ago
- This is a backtesting platform to test trading strategies☆18Feb 24, 2020Updated 6 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Feb 24, 2025Updated last year
- Computation of bond value☆11Nov 14, 2020Updated 5 years ago
- APIs written in Flask using a Heroku Postgres database to register a user and log into account . Deployed on Heroku☆10Dec 8, 2022Updated 3 years ago
- An Agent-Based Financial Platform. See how evolve agents in a realistic double auction order book☆12Jun 21, 2022Updated 4 years ago
- A demonstration of Jupyter Book functionality using QuantEcon Python programming source material.☆14Oct 30, 2020Updated 5 years ago
- ☆11Dec 15, 2025Updated 6 months ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆12Jun 22, 2021Updated 5 years ago
- Markov Models for Health Economic Evaluations☆18Jun 16, 2025Updated last year
- Implementation of the famous Black-Litterman model in Jupyter notebook☆42Jun 26, 2020Updated 6 years ago
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆12May 16, 2024Updated 2 years ago
- The code submitted for the Analytics Vidhya Jobathon - February 2022☆11Feb 22, 2022Updated 4 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Introducing neural networks to predict stock prices☆772Aug 3, 2019Updated 6 years ago
- A portfolio management algorithm for the 21st century.☆94Sep 21, 2020Updated 5 years ago
- AWS Lambda function used to scrape rental data from Craigslist.☆11Dec 8, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- The Statistics and Machine Learning with R Workshop, published by Packt☆13Mar 2, 2026Updated 4 months ago
- Implement ARIMA and ARFIMA to forecast returns☆16Jun 2, 2020Updated 6 years ago
- Time series data similarity matching based on Fourier Transform and Wavelet Transform.☆10Apr 2, 2021Updated 5 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆16Jan 15, 2018Updated 8 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 6 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 10 months ago
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago