Advanced derivatives

Black-Scholes pricing (including dividend parameter) with greeks calculation and implied voltality
Risk Reversal Option strategy
CRR, Jarrow-Rudd and Tian binomial option pricing and comparison plot
Implied voltality surface plot

Name		Name	Last commit message	Last commit date
Latest commit History 13 Commits
.gitattributes		.gitattributes
Black_Scholes_pricing_and greeks.py		Black_Scholes_pricing_and greeks.py
CRR_JarrowRudd_Tian_option_valuation.py		CRR_JarrowRudd_Tian_option_valuation.py
Implied_Voltality_surface_plot.py		Implied_Voltality_surface_plot.py
README.md		README.md
Risk_reversal_options_strategy.py		Risk_reversal_options_strategy.py

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