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A Python implementation of the Black-Scholes options pricing model, created as a personal learning tool to explore financial concepts and sensitivity analysis (Greeks).

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Name		Name	Last commit message	Last commit date
Latest commit History 4 Commits
options_pricing		options_pricing
tests		tests
README.md		README.md
requirements.txt		requirements.txt

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Black-Scholes options pricing calculator

This project implements a Black-Scholes calculator for European call and put options.

Project structure

options_pricing/: Contains the Black-Scholes implementation.
tests/: Contains unit tests for the calculator.
requirements.txt: Lists required packages.
README.md: Project overview and instructions.

Setup instructions

Create a virtual environment:

python -m venv venv
source venv/bin/activate

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A Python implementation of the Black-Scholes options pricing model, created as a personal learning tool to explore financial concepts and sensitivity analysis (Greeks).

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Python 100.0%