Financial Option Models Toolkit
By Quella @2025
Binomial & Exotics
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Black–Scholes Parity
Inputs
S0:
K:
r:
q:
T:
N:
Mode:
u/d
sigma (CRR)
σ:
u:
d:
Payoff:
Vanilla (spot at T)
Asian (Arithmetic; avg includes S0)
Asian (Geometric; avg includes S0)
Barrier (European)
Gap (European)
Binary (Cash-or-Nothing)
Binary (Asset-or-Nothing)
Barrier: type
up-and-out
down-and-out
up-and-in
down-and-in
H:
Gap: K_pay
, K_trig
Binary: Cash Q
Option:
Call
Put
Exercise:
European
American
Compute