Dark Mode

Skip to content

Navigation Menu

Sign in
Appearance settings

Search code, repositories, users, issues, pull requests...

Provide feedback

We read every piece of feedback, and take your input very seriously.

Saved searches

Use saved searches to filter your results more quickly

Sign up
Appearance settings
#

binomial-tree

Here are 25 public repositories matching this topic...

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.

  • Updated Nov 5, 2024
  • Python

A modular Python toolkit for advanced options pricing, volatility modeling, Greeks computation, and risk analysis. Includes Monte Carlo and Black-Scholes models, machine learning volatility surfaces, and interactive visualizations via Streamlit.

  • Updated Jan 31, 2026
  • Python

Improve this page

Add a description, image, and links to the binomial-tree topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the binomial-tree topic, visit your repo's landing page and select "manage topics."

Learn more