Options-Pricing

Python

Quantitative Finance using python - Derivatives Pricing

Last updated Feb 1, 2026

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#derivatives #finance #math-finance #mathematical-modelling #options #quant #quantitative-finance #quantitative-trading

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README

Advanced derivatives

Black-Scholes pricing (including dividend parameter) with greeks calculation and implied voltality

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CRR, Jarrow-Rudd and Tian binomial option pricing and comparison plot

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