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.
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(Put on hold temporarily) 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.
maciej-lewicki/Option-Pricer
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(Put on hold temporarily) 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.
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