Individual skill
binomial-trees
Not available
skills/derivatives/binomial-trees/SKILL.md
Source commit 9a8fcfcaacd7620afc24dc8c5e79d922135f3e11
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- Yes
- Repository scan complete
- No
- Skill scan complete
- No
- Observed behavior
- Local scripts
- Last checked
- Nov 5, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
Install this skill
Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.
Standard SKILL.md format has not been attested at this commit. No installation command is available; inspect the source.
Repository context
- Repository stars (not skill ratings)
- 134
- Repository last updated
- Mar 14, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
Declared tags are partial or unavailable.
Files and excerpt
File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.
Browse files
Read excerpt
# Binomial Option Pricing
> CRR model, multi-step trees, American options, early exercise boundary, calibration, and convergence to BSM.
## When to Activate
- User pricing American options where closed-form solutions do not exist
- Teaching or explaining option pricing intuition through discrete models
- Pricing options with discrete dividends or complex exercise features
- Calibrating tree parameters to match market prices
- Understanding early exercise boundaries for American puts and calls on dividend-paying stocks
- Validating other pricing methods (Monte Carlo, finite differences) against tree results
## Core Concepts