GitHub repository: mehulsharma3795/Stock-Options-Pricing-Model
Primary language: Jupyter Notebook
Created: 2019-12-29T20:10:12Z
Description: • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model. • Developed Cox-Ross-Rubenstein Binomial Tree Model for pricing American Call & Put Options.• Programatically Implemented Black Sholes Merton Model for pricing European Call & Put Options.