Option_Pricing_Python I use Python to try all the experiments on the classic text book <Options, Futures and other Derivatives, 8th edition.>, focusing on the Black-Scholes Model and the sensitivity ...

Use market data to analyze options including computing implied volatity, verifying put-call parity and volatility smile, calculating Greeks - Royiswho/Option-Analysis-in-Python ...

Determining the fair price of options and estimating the price sensitivities are important issues for dealing with financial risk. However, the calculation of these values can be a tedious process.