Articles with the option models tag

Option Model Handbook, Part III: European Option Pricing With QuantLib Python

May 08, 2015 by Gouthaman Balaraman

Demonstrates how to price European options using QuantLib Python. Methods using Black-Scholes-Merton formula and binomial tree will be discussed.

   quantlib   python   finance   option models  

Option Model Handbook, Part II: Introduction to Binomial Trees

September 30, 2014 by Gouthaman Balaraman

This handbook gives a concise introduction to option models. Part II gives a basic introduction to binomial trees and its usage in pricing options.

   finance   option models   binomial tree  

Option Model Handbook, Part I: Introduction to Option Models

August 08, 2014 by Gouthaman Balaraman

This handbook gives a concise introduction to option models. Part I gives a basic introduction to principles behind option model pricing

   finance   option models   binomial tree