Modularized implementation of some option pricing methods from the following textbook. It is built purely on standard numpy and scipy packages. Covering European, American, Exotic options with models like binomial model, Black-Scholes-Merton model, and Monte Carlo simulation.

McDonald, Robert Lync. (2013). Derivatives Markets (3rd edition). Pearson Education.

• Website Option-Pricing
• CodingPython, Excel (for illustration)