https://github.com/manik2000/pricer

Option pricing application written in F# and C#.
https://github.com/manik2000/pricer

dotnet-framework fsharp functional-programming options-pricing

Last synced: 17 days ago
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Option pricing application written in F# and C#.

• Host: GitHub
• URL: https://github.com/manik2000/pricer
• Owner: Manik2000
• Created: 2022-03-27T21:37:12.000Z (almost 3 years ago)
• Default Branch: master
• Last Pushed: 2023-09-13T16:57:57.000Z (over 1 year ago)
• Last Synced: 2024-12-02T18:12:30.504Z (3 months ago)
• Topics: dotnet-framework, fsharp, functional-programming, options-pricing
• Language: F#
• Homepage:
• Size: 24.4 KB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Pricer

Option pricing application written in F# and C#.

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Final assignment from Credit Suisse's Quant Scholarship program.

Application allows to calculate the price of an option depending on:

- whether it is call option or put option,

- its maturity,

- current stock price,

- intrest rate.

The price of option is calculated using Black Sholes formula (european option) or using Monte Carlo method (Asian option).