Draw a Binomial Pricing Trees in Python
$30-250 USD
Paid on delivery
I'm going to build a single-page binary tree dashboard in Python and flask/django on calculated stock option's price, where it is similiar with the following project in R but I have two more requests, one is to run as a API using Flask/Django and secondly to use the the existing calculation model in python pacakge "qfrm" .
[login to view URL]
Preferably to embed the python package of "qprm" in the project, instead of my original scripting as below. But for the first step you can use this simpler code in Python 2.7 to protype your ideas.
from math import exp
# option input parameters
dt = input("Timesteps: ")
S = input("Initial spot price: ")
r = input("Risk-free discount rate: ")
K = input("Strike price: ")
p = input("Growth probability: ")
u = input("Growth factor: ")
N = input("Timesteps to expiration: ")
# Choose a Call or a Put
call = raw_input("Call or put? (C/P) ").upper().startswith("C")
def binary(k, us):
Stockprice = S * (u ** (2 * us - k))
if call:
profit = max(0, Stockprice - K)
else:
profit = max(0, K - Stockprice)
# If a leaf node
if k == N:
return profit
# Binomial value recursively
decay = exp(-r * dt)
expected = p * binary(k + 1, us + 1) + (1 - p) * binary(k + 1, us)
binomial = decay * expected
# If an American option
return max(binomial, profit)
print 'Got your option price: $%.3f' % binary(0, 0)
Project ID: #17482244
About the project
10 freelancers are bidding on average $178 for this job
Hello Sir, I am professional python programmer, I mainly deal in web apps in flask/django. I checked your Binomial Pricing Tree algorithm in R. and its convertable in python using Pandas library. this library is a p More
Hello, I can help with you in your project Draw a Binomial Pricing Trees in Python I have more than 5 years of experience in Django, Financial Analysis, Flask, Mathematics, Python . We have worked on several sim More
hello! I am familiar with binomial math and this kind of project seems pretty cool, I suppose you want your inputs to be in GUI forms and Flask will deliver a frontend with single-page binary dashboard. We can discus More
My Respected, Very good experienced with REST API with Django framework. Had done Django insurance, digital-sign-age, school solution, automation, order management kind of success projects. I had experienced w More
Hello. I have good skills in Python. I have read your project description carefully and very interest. Contact me please. Thanks......................................
I am CFA and FRM qualified with five years of experience in investment management . Therefore, I can make the binomial tree for you in python. For more details, contact me
Hi i am experience with python 2.7 and django and have confident to handle task with my previous knowladge
