OptionPriceDemo
Three option pricing models with Greeks: Black-Scholes, Binomial Tree, and Black's model. Some test examples taken from Hull's 'Options, Futures, and Other Derivatives' are included.
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Three option pricing models with Greeks: Black-Scholes, Binomial Tree, and Black's model. Some test examples taken from Hull's 'Options, Futures, and Other Derivatives' are included.
An option pricing demo. Three option pricing models with their Greeks.