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.

## 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.

## Black-Scholes Formula and Python Implementation

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

## Implied Volatility Calculations with Python

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

## 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.

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