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author | Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com> |
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date | Thu, 06 Jan 2022 12:09:39 +0000 |
parents | 6f9a6fc6d4d9 |
children | 9ef6b3cc8bdf |
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# 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 ```bash pip install fucking-black-scholes ``` ## 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 --------------------------------------------- European put option price: 1.6792062367882679 --------------------------------------------- ```