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Here is a code snippet to calculate the option price and greeks using Black Scholes method. We can also look into other methods like Binomial mthod.
```
import numpy as np
from scipy.stats import…
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I created a UI component using the code below. As the plot redraws, it grows or shrinks in size making the UI unusable.
```python
# Description: This script demonstrates a simple risk management …
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https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model
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Intel has a nice benchmark for dask.array and Black Scholes here: https://github.com/IntelPython/BlackScholes_bench . We might want to use this as a benchmark to improve scheduler, optimization, and …
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Was running the test set and found out that black_scholes doesn't work on my laptop.
``` bash
> ./black_scholes
device: HD Graphics 4000
libc++abi.dylib: terminating with uncaught exception of type b…
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### Bug description
I can't get it to create a named equation while also referencing it.
### Steps to reproduce
Here are several possible attempts. All of them produce the wrong result:
T…
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I currently have the black76 model in a separate repo https://github.com/hayden4r4/black76-rust, but I believe we should fold it into this one.
This would effectively change this from a "blacksch…
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https://www.melonsblog.cn/2020/02/reading-56-black-scholes-merton-model.html#more
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`from py_vollib.black_scholes_merton import black_scholes_merton`
raises
`ModuleNotFoundError: No module named '_testcapi'`
Python 3.11.7
py-vollib 1.0.1
Issue mentioned els…
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I just read your article about:
https://medium.com/@mushfaqueronniechowdhury/probably-the-fastest-black-scholes-pricer-in-world-34103e97f7eb
Thank you for enlightening me with some math I otherwis…