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Interactive visualization of the CRR binomial options pricing model

options-2-trees

Streamlit App

A graphical visualisation of the Cox-Ross-Rubinstein options pricing model made interactive with Streamlit. Feel free to play around with the parameters or the source code!

https://user-images.githubusercontent.com/79203609/120888876-93f50d00-c5f2-11eb-91a0-bef1c410602d.mp4