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Option-Pricing

  1. Binomial Methods for Option Pricing [Python]
  • Convergence Rate of Different Binomial Mthods
  • Price Options using Real-time Data
  • Greeks Estimation using Binomial Method
  • Binomial Method for Put Option
  • Trinomial Method
  • Binomial Method using Halton's Low-discrepancy Sequence
  1. Prepayment Risk Model[Python]
  • Numerix and PSA models to price MBS using these models for Prepayments, loss rate and delinquency

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