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add put option calculations
author Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com>
date Sat, 20 Nov 2021 18:47:17 +0100
parents 5063639df439
children 9ef6b3cc8bdf
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1 # fucking-black-scholes model
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3 I'm a finance student trying to stop procrastinating and start studying my derivatives lectures. So, in order to
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4 understand the Black-Scholes model, I built this simple command line tool. Which is far more interesting than memorizing
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5 stupid stuff from the professor's slides.
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7 ## Installation
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9 ```bash
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10 pip install fucking-black-scholes
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11 ```
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13 ## Usage
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14
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15 ```bash
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16 fbs --help
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17 ```
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18
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19 ### Examples
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20
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21 Price a European call option with the following data:
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22 - Spot price = $20
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23 - Exercise price = $21
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24 - Risk free rate = 5%
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25 - Standard deviation = 25%
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26 - Time to expiration = 6 months
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27
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28 #### Command
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29 ```bash
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30 fbs \
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31 --spot-price=20.00 \
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32 --exercise-price=21.00 \
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33 --risk-free-rate=0.05 \
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34 --std=0.25 \
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35 --expiration=0.5
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36 ```
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37
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38 #### Output
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39
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40 ```bash
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41 ---------------------------------------------
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42 European call option price: 1.197698084193286
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43 ---------------------------------------------
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44 European put option price: 1.6792062367882679
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45 ---------------------------------------------
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46 ```