I’ve been spending some time getting my hands dirty with option pricing by building a Binomial Option Pricing Model from scratch in Python and Excel. The idea was simple: don’t just read about models, build them, break them, and test them. The result is a CRR-based binomial model that prices European calls and puts, shows the full stock and option trees, and makes every assumption and calculation transparent (no black boxes here). Python handles the logic and visualisation, while Excel keeps things intuitive and easy to sanity-check. Together, they’re a great way to connect theory with real-world intuition and to remind myself that models only make sense if you actually understand what’s going on under the hood. Still learning, still experimenting, still questioning assumptions. Quant work is fun like that… until you realise one missing minus sign ruined everything 😄 Always keen to learn from others on similar paths. Check it out here: https://lnkd.in/grEXS8-9 #optiontrading #Quant #Python #Excel #LearningByDoing #streamlit

Amazing job turning challenging theory into clear, actionable practice.

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This is super interesting to see, thanks for sharing

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