Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike

Binomial Tree Pricer

Calculating options greeks using binomial tree model in C++

This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

Receives file as list of cities and distance between these cities. Creates an Adjacency List, graph, then creates a Binomial Queue and uses Dijkstra's Algorithm to continually remove shortest distance between cities. SEE README

Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.

Created a persistent binary search tree (PBST) and persistent stack. When adding a new element will create a new stack or PBST with the new element and connect the new PBST or stack to the previous PBST or stack. ***Please see README***

Option Pricer