Binomial Tree Pricer
Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy
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.
Option Pricing Web App: Calculate European/American options using Black-Scholes, Binomial, and Trinomial models. Convergence Comparsion.
Add a description, image, and links to the jarrow-rudd-binomial-tree topic page so that developers can more easily learn about it.
To associate your repository with the jarrow-rudd-binomial-tree topic, visit your repo's landing page and select "manage topics."