Mini Option Pricer

This project consists of different kind of option evaluation machines which are specified in European & American option, Asian option and basket option.

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Pricer list:

• euro_option_pricer.py Basical Black Scholes Model implemented to evaluate European option at maturity
• binarytree_option_pricer.py Using Binary Tree to evaluate Euro and Amer option
• implied_vol.py To calculate the current implied volatility of option
• geoasian_option_pricer.py To calculat the price of geometric Asian option at maturity
• aritasian_option_pricer.py To calculat the price of aritmetic Asian option at maturity based on Monte Carlo simulation
• geobasket_option_pricer.py To calculat the price of geometric basket option at maturity
• aritbasket_option_pricer.py To calculat the price of aritmetic basket option at maturity based on Monte Carlo simulation