EPISODE · Aug 2, 2020 · 2 MIN
Employee Stock Options-Derivative Pricing in Python
from Harbourfront Technologies · host Harbourfront Technologies
Valuation of Employee Stock Options is different from regular stock options. In this post, we are going to implement the approach proposed by Hull and White. Specifically, we are going to implement the vesting and forfeiture rate features. Other features can also be implemented without difficulty http://tech.harbourfronts.com/derivatives/employee-stock-options-derivative-pricing-python/
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Employee Stock Options-Derivative Pricing in Python
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