Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts

[honglu69]

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

[honglu69]

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

[DMG_The_Penguin]

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?

[honglu69]

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

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[ayuluv]

Can I say it's good for Bruce? Haha

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