Thanks to visit codestin.com
Credit goes to github.com

Skip to content

Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Financial derivative pricing using two methods i. Risk neutral pricing ii. Black Scholes pricing 2. Python implementation methods i. Functions ii. classes iii. class inheritance iv. static methods v. class methods

License

Notifications You must be signed in to change notification settings

stochasticquant/Derivative-Pricing-in-Python

Repository files navigation

Derivative-Pricing-in-Python

Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Financial derivative pricing using two methods i. Risk neutral pricing ii. Black Scholes pricing 2. Python implementation methods i. Functions ii. classes iii. class inheritance iv. static methods v. class methods

About

Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Financial derivative pricing using two methods i. Risk neutral pricing ii. Black Scholes pricing 2. Python implementation methods i. Functions ii. classes iii. class inheritance iv. static methods v. class methods

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages