Lighting the way in options pricing
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Updated
Sep 10, 2023 - JavaScript
Lighting the way in options pricing
A platform that allows users to calculate the fair values of options with the Black Scholes and Binomial pricing models
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.
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Logistic regression and stochastic gradient descent approaches used to predict a binomial variable
Scripts for option pricing (European/American) and FX arbitrage opportunities.
Calculates probabilities from a binomial distribution
Model prediction
Yong CKL, Soh MCK, Samsuri AN, Lim KN, Er KBH (2024). Trapping efficacy of invasive crows is affected by environmental factors and deployment history [Dataset]
Calculate the value of a European or American put/call in n periods in R.
Comprehensive finance tools for options pricing (Black-Scholes, Monte Carlo, Binomial) and stock analysis (RSI), built with Python and Next.js
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.
Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options
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.
Analysis of local adaptation on Medicago for French institute INRA
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
Jupyter notebooks implementing Finance projects
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