Author Topic: Technical: Black Scholes Option Pricing Formula and Python/Perl/R Scripts  (Read 764 times)

honglu69

  • Sr. Member
  • ****
  • Posts: 284
  • Merit: +19/-0
    • View Profile
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
« Last Edit: June 02, 2018, 04:31:25 pm by honglu69 »
NewEnglandcoin (NENG) is a 700x bargain compared to NewYorkcoin (NYC).  Buy NENG at ShorelineCrypto at https://shorelinecrypto.com

honglu69

  • Sr. Member
  • ****
  • Posts: 284
  • Merit: +19/-0
    • View Profile
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
NewEnglandcoin (NENG) is a 700x bargain compared to NewYorkcoin (NYC).  Buy NENG at ShorelineCrypto at https://shorelinecrypto.com

DMG_The_Penguin

  • Global Moderator
  • Full Member
  • *****
  • Posts: 146
  • Merit: +9/-0
  • Assumption is key of nothing;Knowing is key of all
    • View Profile
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?
Marinecoin 5x faster than BTC
join discord https://discord.gg/C6JnDJv
you`ll not regret ☺

honglu69

  • Sr. Member
  • ****
  • Posts: 284
  • Merit: +19/-0
    • View Profile
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

NewEnglandcoin (NENG) is a 700x bargain compared to NewYorkcoin (NYC).  Buy NENG at ShorelineCrypto at https://shorelinecrypto.com

ayuluv

  • Hero Member
  • *****
  • Posts: 603
  • Merit: +64/-0
  • Cryptocurrency | Ecommerce | Digital Marketer
    • View Profile
    • MarineCoin Ambassador
Can I say it's good for Bruce? Haha

Sent from my Redmi Note 4 using Tapatalk


 

SMF spam blocked by CleanTalk