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Bjerksund and Stensland 2002 model in excel (Brian Byrne) View |
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Bjerksund and Stensland (1993, 2002) in C++ (Brian Byrne) View |
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European and American Options and Greeks (Excel / VBA Pricer) (Quantik) View |
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Efficient Lattice Search for Cox Ross and Rubinstein 2 (Brian Byrne) View |
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Warren Buffett u0026 Charlie Munger on Black Scholes Option Pricing Model (2003) (Investment Knowledge) View |
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Davis Edwards Option Models Python using Jupyter Notebook (Brian Byrne) View |
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Python code for Leisen Reimer (1996) based on Espen Haug Binomial tree Design (Brian Byrne) View |
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Optimized Python Code for Cox, Ross and Rubinstein based on Espen Haug (Brian Byrne) View |
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Options Trading With and Without Black Scholes (TheThespiansISG) View |
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Calculating the Implied Volatility of a Put Option Using Python (Kevin Mooney) View |