GitHub - MathisAchddou/option-pricing-and-greeks-computation: This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks

MathisAchddou / option-pricing-and-greeks-computation Public

This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks

Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
BS model pricing and Greeks computation.ipynb		BS model pricing and Greeks computation.ipynb
Black Scholes Implied Volatility function.ipynb		Black Scholes Implied Volatility function.ipynb
Call-Put calculation		Call-Put calculation
Greeks calcumation		Greeks calcumation

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