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remove funding
author Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com>
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
---------------------------------------------
```