Resources for PSTAT 170 (Fall 2022):
The following notes are not necessarily correct and are subject to updates, please read critically!
Recitation Notes (Weekly Updated)
AMC stock price dataset for Python code
GS stock price dataset for Python code
Python codes computing mean return and volatility
Python codes estimating the binomial tree model
Python codes pricing the European option with the binomial tree model
Python codes for European binary option (problem 1 in assignment 4)
Python codes for American option (problem 2 in assignment 4)
Python codes for the premium and Delta curve of European Options (problem 3 in assignment 4)
Python codes for the premium gap of American and European options (problem 4 in assignment 4)
Python codes for the approximation to Black-Scholes model with binomial tree model (problem 5 in assignment 4)