padraic00 / Binomial-Options-Pricing-ModelLinks
A streamlined take on the original Cox, Ross and Rubinstein method.
☆15Updated 8 years ago
Alternatives and similar repositories for Binomial-Options-Pricing-Model
Users that are interested in Binomial-Options-Pricing-Model are comparing it to the libraries listed below
Sorting:
- ☆25Updated 10 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…☆18Updated 7 years ago
- create all-weather risk parity weights and back-test☆35Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Updated 5 months ago
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆17Updated 7 years ago
- Repository for teachings on Quant Finance☆50Updated 6 years ago
- Design your own Trading Strategy☆38Updated last year
- ☆54Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Updated 5 years ago
- Full Python implementation of the Heston pricing algorithm developed in the article by Leif Anderson and Mark Lake in their article Robus…☆22Updated 5 years ago
- Bitmex market microstructure analytics☆23Updated 4 years ago
- ☆25Updated 7 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- CAPSTONE Project for Msc Financial Engineering☆12Updated 6 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 4 years ago
- Options Pricing using Finite Difference Methods☆16Updated 8 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆15Updated 5 years ago
- ☆12Updated 2 years ago
- Hull-White 1/2 Factor Dynamics☆15Updated 3 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- ☆15Updated 4 years ago
- Option Strategy for Futures☆17Updated 5 years ago
- Collection of Models related to market making☆17Updated 5 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 4 years ago
- Implementation of PIN ( Probability of Informed trading) on A-Share daily public data (based on Yan Y, Zhang S. An improved estimation me…☆41Updated 5 years ago
- Option Pricing, Volatility Prediction, Machine Learning, Black Scholas, Web Crawling☆59Updated 9 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 3 years ago