shashank-khanna / Option-Pricing Public

Notifications You must be signed in to change notification settings
Fork 8
Star 22

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

22 stars 8 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
option_pricing		option_pricing
LICENSE		LICENSE
README.md		README.md

Repository files navigation

Option-Pricing

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

European Option pricing:

https://www.shashan.info/blog/option-pricing-part-2-european

American Option pricing:

https://www.shashan.info/blog/category/american-option-prices

About

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

python3 monte-carlo-simulation option-pricing american-options blackscholes european-options

Report repository

Releases

No releases published

Packages

No packages published

Languages

Python 100.0%