Unlock the power of the Black-Scholes model with this easy-to-follow Python tutorial. Starting with importing essential libraries, we’ll walk you through defining variables, calculating d1, d2, and deriving both call and put option prices. By 9:41, we deep dive into the intuition behind the Black-Scholes pricing formula. Perfect for finance enthusiasts looking to sharpen their Python skills and understand option pricing!
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Chapters:
0:00 – Import the Neccessary Libraries
1:07 – Define the Variables
3:11 – Calculate d1
4:36 – Calculate d2
4:50 – Calculate Call Option Price
7:29 – Calculate Put Option Price
9:41 – Making Sense of the Black Scholes Pricing Model
Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.