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Binomial Option Pricing in Actionscript

The binomial option pricing model is one of the simplest pricing models to understand and code. I’m not going to go into an explanation of the model itself, as that would take more time than I’m...

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Binomial Option Pricing with Pixel Bender

Pixel Bender has been around for a little while now and it’s a very cool idea, promising incredible speed improvements by allowing developers to make the most of multi-core processors and GPUs. It...

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Binomial Option Pricing with Alchemy

Yet another version of the binomial option pricing algorithm (sorry), but this time I’m using Alchemy! I have to admit to not entirely understanding how Alchemy works, but I understand enough C to...

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