Quantitative FinanceOption Pricing Calculator
Options pricing toolkit featuring Black-Scholes, Binomial & Trinomial tree models, Greeks analysis, and comprehensive model validation.
Key Features
Multiple Models
Black-Scholes, Binomial & Trinomial trees with Greeks calculation.
Validation & Analysis
29 automated tests with convergence plots and interactive charts.
Export Reports
Download detailed reports with all calculations and test results.
About This Project
This comprehensive options pricing calculator was developed as part of quantitative finance studdies. It combines rigorous mathematical modeling with modern web technologies to provide accurate, validated pricing for European and American options.