This repository contains the codes for pricing different derivatives.

The idea is to write programs that can simulate the stock behaviour and price the options. Different pricing models like binomial pricing models and Black-Scholes pricing models will be implemented.

This repository contains following codes:

• Option_pricing.py: calculate the price for a european option given a share price, strike price and volatility. Contains the classes for:
  • Binomial Pricing Model
  • Black-Scholes Model
  • Monte Carlo Model