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Update README.md committer: GitHub <noreply@github.com>
author Dennis C. M. <dennis@denniscm.com>
date Mon, 15 Aug 2022 16:53:13 -0700
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1 # fucking-black-scholes model [DEPRECATED]
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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 ### Using pip
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11 ```bash
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12 pip3 install fucking-black-scholes
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13 ```
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15 ## Usage
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17 ```bash
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18 fbs --help
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19 ```
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21 ### Examples
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23 Price a European call option with the following data:
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24 - Spot price = $20
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25 - Exercise price = $21
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26 - Risk free rate = 5%
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27 - Standard deviation = 25%
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28 - Time to expiration = 6 months
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30 #### Command
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31
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32 ```bash
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33 fbs \
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34 --spot-price=20.00 \
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35 --exercise-price=21.00 \
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36 --risk-free-rate=0.05 \
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37 --std=0.25 \
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38 --expiration=0.5
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39 ```
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41 #### Output
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43 ```bash
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44 ---------------------------------------------
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45 European call option price: 1.197698084193286
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46 ---------------------------------------------
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47 European put option price: 1.6792062367882679
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48 ---------------------------------------------
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49 ```