项目描述 ：
Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

高级语言： Jupyter Notebook

项目主页：

项目地址: git://github.com/hongwai1920/Implement-Option-Pricing-Model-using-Python.git

创建时间： 2020-05-11T08:21:18Z
项目社区：https://github.com/hongwai1920/Implement-Option-Pricing-Model-using-Python
开源协议：
下载