# federicomariamassari/willowtree

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368 stars · 40 forks · Python · MIT

## Links

- GitHub: https://github.com/federicomariamassari/willowtree
- awesome-repositories: https://awesome-repositories.com/repository/federicomariamassari-willowtree.md

## Description

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

## Tags

### Part of an Awesome List

- [Financial Instruments and Pricing](https://awesome-repositories.com/f/awesome-lists/data/financial-instruments-and-pricing.md) — Lattice-based derivatives pricing implementation.