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xian128x / Option_Pricer_web

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An interactive option pricing model that supports Black-Scholes, Binomial, and Monte Carlo valuation methods, with adjustable inputs for pricing European and American call and put options. It also computes Greeks, implied volatility, and generates payoff charts.

python monte-carlo derivatives monte-carlo-simulation quantitative-finance american-options black-scholes implied-volatility european-options binomial-tree greeks derivatives-pricing options-pricing black-scholes-merton financial-modeling put-option call-option black-scholes-model
  • Updated Apr 3, 2026
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