Wie wendet man die Black-Scholes-Formel für eine Schmetterlingsoption an?

How do you use Black-Scholes in Python?

Zitieren: We're going to calculate the black Scholes option price for a call or put. So the first thing that we're going to define is d1 and d2.

What is Black-Scholes option model?

The Black-Scholes model, aka the Black-Scholes-Merton (BSM) model, is a differential equation widely used to price options contracts. The Black-Scholes model requires five input variables: the strike price of an option, the current stock price, the time to expiration, the risk-free rate, and the volatility.

How do you calculate Greek in Python?

Zitieren: Then it's the strike. Then the time tau time remaining then the rate the interest rate. And sigma the volatility. So this is the parameters and the order that they need to be in for these modules.