Binomial Option Pricing
CommunityCRR binomial trees for option pricing.
Authorbrainbytes-dev
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Binomial Option Pricing guides users through pricing European and American options using Cox-Ross-Rubinstein binomial trees, including early exercise boundaries and convergence to Black-Scholes.
Core Features & Use Cases
- European and American option pricing with a recombining tree
- Multiple parameterizations (CRR, Jarrow-Rudd, Tian, Leisen-Reimer)
- Handling dividends (discrete/continuous) and convergence analysis
- Practical methodology with step-by-step backward induction and examples
Quick Start
Price a European call with S=100, K=100, r=5%, sigma=30%, T=1 using a 200-step CRR binomial tree
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: Binomial Option Pricing Download link: https://github.com/brainbytes-dev/everything-claude-trading/archive/main.zip#binomial-option-pricing Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.