Complete options pricing suite implementing 4 models and full Greeks from scratch.
- Black-Scholes (analytical solution)
- Binomial Tree CRR (European and American options)
- Monte Carlo simulation with confidence intervals
- Asian option pricing (path-dependent)
Delta, Gamma, Theta, Vega, Rho — all computed analytically from Black-Scholes
- Option payoff diagrams with P&L
- Monte Carlo path simulations
- Delta surface across strike and time
Python, NumPy, SciPy, matplotlib