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Watch me watch Quantpy Implement the Black Scholes Model

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Mar 4, 2023
1:01:29

The Black Scholes Model is a popular model used to predict the fair price of a given European Call Option (Call / Put). It is often used as a tool in quantitative finance to de-risk use of option instruments. In this video, we watch Jonathon Emerick, founder of Quantpy, implement the Black Scholes Model. Kudos to Quantpy for his succinct explanation and tutorial on the Black Scholes Model! Watch his tutorial here! Black-Scholes Implementation in Python - https://www.youtube.com/watch?v=FzeXWMlTDHY&ab_channel=QuantPy View the github repo of what we implemented while following Jonathan here! - https://github.com/shipitparrotclemz/black_scholes_model_with_quantpy For more information on the Black Scholes Model, check out these two sources! IPOHub - The Black-Scholes Model - Brett Bartholomew - https://www.ipohub.org/the-black-scholes-model/#:~:text=One%20component%20of%20the%20Black,the%20value%20of%20an%20option. Investopedia - Black-Scholes Model: What It Is, How It Works, Options Formula - Adam Hayes - https://www.investopedia.com/terms/b/blackscholes.asp

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Watch me watch Quantpy Implement the Black Scholes Model | NatokHD