https://github.com/daleroberts/binomial

Binomial models
https://github.com/daleroberts/binomial

finance mathematics matlab option-pricing

Last synced: 23 days ago
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Binomial models

• Host: GitHub
• URL: https://github.com/daleroberts/binomial
• Owner: daleroberts
• License: bsd-3-clause
• Created: 2013-05-22T23:53:20.000Z (over 11 years ago)
• Default Branch: master
• Last Pushed: 2013-05-23T00:09:12.000Z (over 11 years ago)
• Last Synced: 2023-07-15T03:34:10.962Z (over 1 year ago)
• Topics: finance, mathematics, matlab, option-pricing
• Language: Matlab
• Size: 156 KB
• Stars: 1
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README
  • License: LICENSE

Awesome Lists containing this project

README

        
Solutions for various option pricing problems using

binomial trees.

- European options

- American options

- Game options

Dale Roberts