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.

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.

Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike

Calculating options greeks using binomial tree model in C++

Binomial Tree Pricer

This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

Receives file as list of cities and distance between these cities. Creates an Adjacency List, graph, then creates a Binomial Queue and uses Dijkstra's Algorithm to continually remove shortest distance between cities. SEE README

Option Pricer

Created a persistent binary search tree (PBST) and persistent stack. When adding a new element will create a new stack or PBST with the new element and connect the new PBST or stack to the previous PBST or stack. ***Please see README***

This project analyzes stock market data, implements option pricing models (Binomial Trees, Black-Scholes-Merton and Monte Carlo Simulation), evaluates hedging strategies and constructs an optimized portfolio. It integrates derivative valuation with portfolio analysis to provide insights into risk management and investment decision-making.

Python package for pricing European options, American options and futures contracts with the binomial tree method.

Programmings skills application in derivative pricing