american-options topic

Collection of notebooks about quantitative finance, with interactive python code.

cantaro86

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

jkirkby3

Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call...

AndrewLyasoff

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

shashank-khanna

European/American/Asian option pricing module. BSM/Monte Carlo/Binomial

hsjharvey