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Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.

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AmineMahdioui/Option-Pricing-Interface

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Option Pricing Web Application

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This is a Streamlit web application for option pricing using various models. It provides features for option pricing, tree plotting, and model comparison.

Table of Contents

Description

This application provides a user-friendly interface to perform option pricing using different models. It includes the following functionalities:

  • Option Pricing: Calculate option prices using Black-Scholes, Jarrow-Rudd, Cox-Ross-Rubinstein, and Kamrad-Ritchken models.

  • Tree Plotter: Visualize option and stock trees for selected models.

  • Model Comparison: Compare the convergence of different pricing models.

How to Run

  1. Install the required dependencies using the following command:

    pip install streamlit tree_pricing_drawings matplotlib networkx plotly scipy
    
  2. Run the application using the following command:

    streamlit run streamlit_platform.py
    
  3. The application will open in your default web browser. You can select the desired option from the sidebar and input the required parameters.

Dependencies

  • streamlit
  • scipy
  • tree_pricing_drawings
  • matplotlib
  • networkx
  • plotly

Usage

  • Select the option from the sidebar (Option Pricing, Tree plotter, Model Comparison).
  • Input the required parameters.
  • Click the "Calculate Option Price" or "Draw Tree" button as applicable.

Screenshots

Option Pricing

Tree Plotter

Model Comparison 1

Model Comparison 2

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Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.

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