https://github.com/mrigankdoshy/options-pricing
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
https://github.com/mrigankdoshy/options-pricing
binomial-tree black-scholes monte-carlo-simulation options options-pricing
Last synced: 7 months ago
JSON representation
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
- Host: GitHub
- URL: https://github.com/mrigankdoshy/options-pricing
- Owner: mrigankdoshy
- Created: 2019-06-06T20:12:42.000Z (over 6 years ago)
- Default Branch: master
- Last Pushed: 2020-01-26T20:50:32.000Z (over 5 years ago)
- Last Synced: 2025-01-27T23:21:51.343Z (9 months ago)
- Topics: binomial-tree, black-scholes, monte-carlo-simulation, options, options-pricing
- Language: C++
- Homepage:
- Size: 1.31 MB
- Stars: 3
- Watchers: 0
- Forks: 1
- Open Issues: 1