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Compare the difference in option pricing between European and American options with similar underlying securities

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juanjaho/QF101-SPY-SPX-Option-Pricing

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QF101-SPY-SPX-Option-Pricing

Compare the difference in option pricing between European and American options with similar underlying securities

Getting Started

Prerequisites

  • Python 3
  • Jupyter Notebook

Requirements

  • Install packages in requirements.txt
    pip install -r requirements.txt
    
    or if you are using conda
    conda install --file requirements.txt
    

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Compare the difference in option pricing between European and American options with similar underlying securities

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