Kamesh-K / Options-Visualization Public

Notifications You must be signed in to change notification settings
Fork 2
Star 12

Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.

12 stars 2 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
.ipynb_checkpoints		.ipynb_checkpoints
README.md		README.md
Visualization_PayOff3D.ipynb		Visualization_PayOff3D.ipynb
Visualizations_Options.ipynb		Visualizations_Options.ipynb

Repository files navigation

Options-Visualization

Basic 2-D visualizations of options (Vanilla and exotic) is added to visualizations options code

Visualization of options with a given spot rate and volatility is performed in payoff 3D code

About

Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.

finance options black-scholes options-strategies options-pricing black-scholes-merton

Report repository

Releases

No releases published

Packages

No packages published

Languages

Jupyter Notebook 100.0%