Tag: Options

Computation / Derivatives / Financial / Python

Option greeks: formula proofs and python implementation – Part 3

Option pricing python inheritance

This article suggests another architectural approach to the one elaborated in part 2 of this series of articles dedicated to option pricing via Python. In the latter indeed, we…

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Computation / Derivatives / Financial / Python

Option pricing with QuantLib Python

In a previous article we presented how to build and install QuantLib so that it could be called in a Python script. Here we introduce how to use…

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Computation / Misc / Python

Python Unit Tests

Python Unit Tests This article covers briefly how you can run Python Unit Tests against a suite of analytics in Visual Studio 2010 with Python Tools for Visual Studio (PTVS). Visual…

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Computation / Derivatives / Equity / Financial / Python

Greeks: option sensitivies, formula proofs and Python scripts – Part 2

Options Greeks Python Vanna

Option greeks: formula proofs and python implementation – Part 2 This documents is the second part of a general overview of vanilla options partial sensitivities (option greeks). In a…

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Computation / Derivatives / Financial / Python

Greeks: option sensitivies, formula proofs and Python scripts

delta chart greeks

Option greeks: formula proofs and python implementation. This documents is the first part of a general overview of vanilla options partial sensitivities (option greeks). Here we provide 1st…

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