Option Pricing Tool: Python script with Black-Scholes model for option pricing & Greeks analysis. Choose GARCH/historical volatility. Interactive interface. (This project uses the vanilla ...
bs_delta(s, k, t, r, sigma, q=0, option_type='call') Delta - sensitivity to underlying price bs_gamma(s, k, t, r, sigma, q=0) Gamma - rate of change of delta bs_theta ...
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