Option Valuation with Python

An option valuation webapp in Python.

Models

• Binomial (Cox, Ross & Rubinstein),
• Black & Scholes,
• Monte Carlo

Installation

Clone this repository :

git clone https://github.com/romaincaraes/option-valuation-python
cd option-valuation-python

You may want to use a virtual environment to keep a clean Python installation :

python3 -m venv venv/
source venv/bin/activate

Install the required dependencies :

pip3 install -r requirements.txt

Usage

To use the Option Valuation web app, run the option.py script in option-valuation/ folder :

cd option-valuation
streamlit run option.py

A new tab should open in your browser :

Built With

• Numpy - Fundamental package for scientific computing with Python,
• Pandas - Library providing data structures and data analysis tools for Python,
• Scipy - Software for mathematics, science, and engineering,
• Streamlit - Open-source app framework,

Dependencies

All the Python packages needed are listed in requirements.txt and on the Dependency Graph page.

License

This project is licensed under the MIT License.

Authors

• Romain Caraës - romaincaraes

See also the GitHub Contributors page.