Python Option Calculator Save

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

Project README

Vanilla options calculator

Black-Scholes model in pure Python

Without SciPy, NumPy or other external dependencies

Use example_greeks.py to calculate Theo, Delta, Theta, Vega, Gamma for single option

Use example_plot.py to visualize your position with Matplotlib

Open Source Agenda is not affiliated with "Python Option Calculator" Project. README Source: yzoz/python-option-calculator
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Last Commit
1 year ago
Repository
yzoz/python-option-calculator
License
MIT
Tags
Black Scholes Derivatives Econometrics Financial Market Market Data Mathplotlib Option Pricing Options Options Trading Python Python3 Scipy Trading Derivatives Pricing European Options Greeks Implied Volatility Options Strategies Quantitative Analysis Stock Options Trading Strategies

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