GitHub - kaushi99/Option-Pricing-and-Strategies: Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Scholes Model, Cox-Ross-Rubinstein and Jarrow-Rudd. Strategies like Butterfly spread and Iron condor was also implemented.

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Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Scholes Model, Cox-Ross-Rubinstein and Jarrow-Rudd. Strategies like Butterfly spread and Iron condor was also implemented.