Implementing the Binomial Option Pricing model in Python

We will implement a simple binomial option model in Python. A binomial model assumes a stock moves discreetly either up by a specified percentage or down by a specified percentage. The “binomial” here refers to the fact there are only two possible values for the stock to take on in any given time step. Options are then priced based on the resulting tree-like structure working back from expiration to the time of interest.

Github: https://github.com/kpmooney/numerical_methods_youtube/blob/master/binomial_model/Binomial%20Model.ipynb

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