Python_Option_Pricing
Option pricing library
Provides a Python library for calculating the prices of various types of financial options using closed-form solutions.
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
650 stars
21 watching
127 forks
Language: Jupyter Notebook
last commit: about 4 years ago
Linked from 1 awesome list
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