Mercurial > public > python-black-scholes
view README.md @ 4:ccffaf75d240
refactor code
author | Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com> |
---|---|
date | Tue, 16 Nov 2021 17:45:28 +0100 |
parents | e5f3f855e6f9 |
children | 5063639df439 |
line wrap: on
line source
# fucking-black-scholes model I'm a finance student trying to stop procrastinating and start studying my derivatives lectures. So, in order to understand the Black-Scholes model, I built this simple command line tool. Which is far more interesting than memorizing stupid stuff from the professor's slides. ## Installation ### Using PIP ```bash pip install fucking-black-scholes ``` ### Manual ```bash git clone https://github.com/denniscm190/fucking-black-scholes.git cd fucking-black-scholes python setup.py install ``` ## Usage ```bash fbs --help ``` ### Examples Price a European call option with the following data: - Spot price = $20 - Exercise price = $21 - Risk free rate = 5% - Standard deviation = 25% - Time to expiration = 6 months #### Command ```bash fbs --spot-price=20.00 --exercise-price=21.00 --risk-free-rate=0.05 --std=0.25 --expiration=0.5 ``` #### Output ```bash --------------------------------------------- European call option price: 1.197698084193286 --------------------------------------------- ```