Three option pricing models with Greeks: Black-Scholes Binomial Tree, and Black's model. Some test examples are included.
-
Notifications
You must be signed in to change notification settings - Fork 0
An option pricing demo. Three option pricing models with their Greeks.
License
wbyates777/OptionPriceDemo
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
An option pricing demo. Three option pricing models with their Greeks.
Topics
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published