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let's change the name because is fucking offensive committer: GitHub <noreply@github.com>
author Dennis C. M. <dennis@denniscm.com>
date Wed, 09 Aug 2023 19:42:40 +0100
parents 9995dce9461d
children 06e63d7cdb22
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# python-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

### Using pip

```bash
pip3 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
---------------------------------------------
```