Colloquial CommentsThe Binomial Model for Discrete Option PricingIn this article, I plan on briefly introducing and providing some of the intuition behind the (one-step) binomial model that’s meant to…Jun 11
Patrick LabadiePricing American Options in PythonOptions are complex financial instruments useful for hedging risk. There are a variety of different types, with the simplest being a…Nov 16, 2023
Pelin OkutanPricing Call Options Under Stochastic Interest RatesIn the intricate world of financial markets, valuing call options presents a unique set of challenges, particularly in environments where…Mar 17Mar 17
Pelin OkutanAsian Options: A Guide to Unique Derivatives in FinanceIn the world of financial derivatives, Asian options stand out as a unique instrument with a distinctive payoff structure. Unlike…Mar 10Mar 10
Colloquial CommentsThe Binomial Model for Discrete Option PricingIn this article, I plan on briefly introducing and providing some of the intuition behind the (one-step) binomial model that’s meant to…Jun 11
Patrick LabadiePricing American Options in PythonOptions are complex financial instruments useful for hedging risk. There are a variety of different types, with the simplest being a…Nov 16, 2023
Pelin OkutanPricing Call Options Under Stochastic Interest RatesIn the intricate world of financial markets, valuing call options presents a unique set of challenges, particularly in environments where…Mar 17
Pelin OkutanAsian Options: A Guide to Unique Derivatives in FinanceIn the world of financial derivatives, Asian options stand out as a unique instrument with a distinctive payoff structure. Unlike…Mar 10
Harsha AndeyDeep Neural Networks for solving Differential Equations in FinanceApproximating Black Scholes Pricing PDE and its boundary conditions for Options using a Physics-Informed Neural Network known as the Deep…May 18, 20222
LaabhumHow Options are priced: Intrinsic value and Extrinsic valueIn the world of options trading, understanding how the price of an options contract is determined is crucial. It’s not just a random…Jan 22
InThe StartupbyLetian WangOption Pricing Using Reinforcement LearningThis post demonstrates how to use reinforcement learning to price an American Option.Aug 16, 20201
