1. ## The Generalized Black-Scholes Formula for European Options

Due to the number of different extensions and options on possible underlying assets, a generalized Black-Scholes model was created to simplify computations by significantly reducing the number of equations. In this post, we will explore several of the Black-Scholes option pricing models for different underlying assets and then introduce the generalized Black-Scholes pricing formula.

Tagged as : Python finance mathematics
2. ## Measuring Sensitivity to Derivatives Pricing Changes with the "Greeks" and Python

The Greeks are used as risk measures that represent how sensitive the price of derivatives are to change.

Tagged as : Python finance mathematics
3. ## Black-Scholes Formula and Python Implementation

Introduces the call and put option pricing using the Black-Scholes formula and Python implementations.

Tagged as : Python finance mathematics
4. ## Implied Volatility Calculations with Python

Discusses calculations of the implied volatility measure in pricing security options with the Black-Scholes model.

Tagged as : Python finance mathematics
5. ## Put-Call Parity of Vanilla European Options and Python Implementation

Introduces the put-call parity as identified by Hans Stoll in 1969 as well as Python code for computing the put-call parity both numerically and symbolically.

Tagged as : Python finance mathematics

Page 1 / 1