Skip to content

Automated Python script to compute stock option values.

Notifications You must be signed in to change notification settings

roblburris/derivatives-pricing

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

19 Commits
 
 
 
 
 
 
 
 

Repository files navigation

derivatives-pricing

Automated Python script to compute the value of stock options. Relies on Black-Scholes and Binomial Pricing Models to value options.

Usage:

Just specify your desired stock tickers and other parameters in the stocks.yml file and you're good to go!

Note: this is meant to be an informational tool, not an actual measure to trade options with. I am not responsible for any losses incurred by use of these pricing model implementations.

About

Automated Python script to compute stock option values.

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages