This file is the starting point for the program. This has the main() function. The command line arguments
passed are read here and then are used to create the barnesTree object.
From here we call the function barnesTree:run(
Python for Finance
Using practical examples throughout the book, author Yves Hilpisch also
shows you how to develop a full-fledged framework for Monte Carlo
simulation-based derivatives and risk analytics, based on a large, realistic
case study. Much of t
What is an Option Worth?
At expiration, an option is worth its intrinsic value.
Before expiration, put-call parity allows us to price
To calculate the price of a call, we need to know the put
To calculate the pri