In this series of notebooks I have implemented the multi-period bionomial model and use it for -

1. Pricing European options.
2. Finding the right time to excecute American put options (it is never optimal to excercise an American call option early.)

As an extension, I use Black-scholes model for calibrating the multi-period bionomial tree.

In the next series, I intend to price the following fixed income derivatives, ZeroCouponBonds.ipnyb contains,

1. Zero coupon bonds
2. Options on bonds
3. Bonds futures and forwards Swaps.ipnyb contains
4. Caplets and floorlets
5. Swaps and swapsons
6. Forward equations