Vanilla option pricing and visualisation using Black-Scholes model in pure Python
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Updated
Sep 13, 2022 - Python
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
An Option pricing app based on legacy models like BSM and Garch(1,1) which takes in inputs like Days to expiry, Strike price, Spot price, Volatility etc to output the BSM calculated Option Price
Code for assessing vacuum stability in BSM models with many scalars. Modular and highly customizable. Written in C++. Development happening at: https://github.com/JoseEliel/VevaciousPlusPlus_Development
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