Black - Scholes - Merton Option Pricing Model - Derivative Pricing In Python

from Harbourfront Technologies · host Harbourfront Technologies

In this post, we focus on the implementation of the Black-Scholes-Merton option pricing model in Python. Closed-form formula for European call and put are implemented in a Python code. We compare the results to the ones obtained by using third-party software and notice that they are in good agreement. http://tech.harbourfronts.com/derivatives/black-scholes-merton-option-pricing-model-derivative-pricing-python/

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Black - Scholes - Merton Option Pricing Model - Derivative Pricing In Python

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