Axolotl_0907·Jan 15Derivatives Pricing #2: Pricing and Hedging Path-dependent Options using the Binomial Tree
Priyanshu·Jan 11Pricing Options from Scratch: A Step-by-Step Walkthrough of the Binomial Tree Model in PythonWhen I first came across option pricing in quantitative finance, it felt like a black box — mysterious formulas, unfamiliar jargon, and…
QTS·Jan 22, 2025Assessing option-price Python library accuracy using real SPX option chain dataIn this post I will test a Python library called option-price which is used to price options, by comparing the results of the pricing…
Dheeraj Kumar·Jul 26, 2024Pricing and Hedging Vanilla Options with Binomial Tree — IIIn the second part of pricing options using a binomial tree, we’ll learn about self-financing strategy, put-call parity, and delta.
Lorenzo Tracanna·Dec 18, 2021How to price Employee Stock OptionsImplementing the Exercise Multiple Approach from Hull and White in PythonA response icon1A response icon1
