Marinecoin Forum

Exchange Options, FX options & futures markets => Exchange Options - exchange-options.com => Topic started by: honglu69 on June 02, 2018, 04:27:02 pm

Title: Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts
Post by: honglu69 on June 02, 2018, 04:27:02 pm
This information is useful for those who want to do technical computational work on option pricing and option trading:

Black Scholes Option Call Pricing Script
This perl script uses the Black Scholes formula for pricing a call option.

perl script based on Kevin Bracker's youtube worked example

Youtube: Black-Scholes Option Pricing Model -- Intro and Call Example


formula used is as per the youtube video

Disclaimer: script for illustration purposes only

https://www.youtube.com/watch?v=i0sGAds8ztI

Youtube video on Black Scholes

Perl Scripts provided in the bottom of web page
http://www.pushpullsigns.com/black_scholes_option_call_pricing_perl_script.html
Title: Re: Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts
Post by: honglu69 on June 02, 2018, 04:31:08 pm
Implied Volatility calculation using Black Scholes modeling, 
Steven R. Dunbar
Department of Mathematics
203 Avery Hall
University of Nebraska-Lincoln

Very good  perl/R/Python scripts provided by math department of University of Nebraska-Lincoln professor
http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BlackScholes/ImpliedVolatility/impliedvolatility.html
Title: Re: Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts
Post by: DMG_The_Penguin on June 04, 2018, 09:34:14 am
This information is useful for those who want to do technical computational work on option pricing and option trading:

Black Scholes Option Call Pricing Script
This perl script uses the Black Scholes formula for pricing a call option.

perl script based on Kevin Bracker's youtube worked example

Youtube: Black-Scholes Option Pricing Model -- Intro and Call Example


formula used is as per the youtube video

Disclaimer: script for illustration purposes only

https://www.youtube.com/watch?v=i0sGAds8ztI

Youtube video on Black Scholes

Perl Scripts provided in the bottom of web page
http://www.pushpullsigns.com/black_scholes_option_call_pricing_perl_script.html

i was in search os something like that..but is this really work?have you tried?
Title: Re: Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts
Post by: honglu69 on June 04, 2018, 01:32:28 pm
This information is useful for those who want to do technical computational work on option pricing and option trading:

Black Scholes Option Call Pricing Script
This perl script uses the Black Scholes formula for pricing a call option.

perl script based on Kevin Bracker's youtube worked example

Youtube: Black-Scholes Option Pricing Model -- Intro and Call Example


formula used is as per the youtube video

Disclaimer: script for illustration purposes only

https://www.youtube.com/watch?v=i0sGAds8ztI

Youtube video on Black Scholes

Perl Scripts provided in the bottom of web page
http://www.pushpullsigns.com/black_scholes_option_call_pricing_perl_script.html

i was in search os something like that..but is this really work?have you tried?
No I have not tried the script I posted. But certainly the 2nd source is from University professor, should be quite reputable source

Sent from my MHA-L29 using Tapatalk

Title: Re: Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts
Post by: ayuluv on June 05, 2018, 04:18:59 am
Can I say it's good for Bruce? Haha

Sent from my Redmi Note 4 using Tapatalk