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Interactive visualization of the CRR binomial options pricing model

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options-2-trees

Streamlit App

A graphical visualisation of the Cox-Ross-Rubinstein options pricing model made interactive with Streamlit. Feel free to play around with the parameters or the source code!

options-2-trees_demo.mp4

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Interactive visualization of the CRR binomial options pricing model

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  • Python 100.0%