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Python_Option_Pricing

by dedwards25

Jupyter Notebookpushed about 6 years ago

An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options

AI summary

Option pricing library

Provides a Python library for calculating the prices of various types of financial options using closed-form solutions.

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654
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128
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