Java Quant

            Financial Quantitative Algorithms

Financial Quantitative Algorithms

    The Binomial Tree was the numerical method to extend the Black Scholes analysis. It has certain limitations, but is extremely versatile and fast.

 

Java Applets - Pricing Options on Equity using the Binary Tree technique

 

Binary tree method European(E) Call and Put Binary Pricer
Binary tree method American(A) Call and Put Binary Pricer
Binary tree method Bermudean Call and Put (B) Binary Pricer

 

 


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