GitHub repository: maciej-lewicki/Option-Pricer
Primary language: Python
Created: 2022-07-09T15:03:49Z
Description: (In progress) The simple option pricer written in Python. The structure and development path is inspired by the book "Numerical Methods in Finance with C++" , M.Capiński & T. Zastawniak. This will be a base to start playing with automatic differentation.