Python_Option_Pricing
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dedwards25
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
Would you consider including options spreads in the notebook to make this an even better resource?
This is excellent, when are we getting more of this great content. I am hungry for more of your clean yet detailed explanations and code.
Hi Davis, First, thanks for the great piece of code! It seems that there is some inconsistency in BS and American models. Specifically, if you calculate _put_ option prices with...
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An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options