Implémentation des trois principales méthodes de pricing pour options financières : Black-Scholes, arbre binomial et Monte Carlo. Black-Scholes: La formule analytique classique. Rapide (< 1ms) et ...
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
A guide with examples for learning this key idea in options trading Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive ...
The finance theory provides several tools for valuing assets with risk. The discounted cash flow (DCF) techniques have been useful in valuing some kinds of assets, like bonds, preferred stocks, other ...