guiregueira/Greeks-Calculator

These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Theta,Vega,Gamma,Rho,Episilon,Veta,Vomma,Vanna,Speed,Zomma,Color,Ultima,Dual Delta, Dual Gamma

语言：Jupyter Notebook · GitHub 星标：18 · Fork：4

在 GitHub 上查看原仓库