willowtree
Derivatives Pricing Model
An efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts.
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
240 stars
6 watching
25 forks
Language: Python
last commit: over 6 years ago
Linked from 1 awesome list
derivatives-pricingfinancial-engineeringpython-3standard-brownian-motionwillow-tree
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