Yosri-Ben-Halima / Black-and-Scholes-Option-Pricing-and-Analysis Public

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In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.

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Name		Name	Last commit message	Last commit date
Latest commit History 5 Commits
Analysis.ipynb		Analysis.ipynb
EuropeanOption.py		EuropeanOption.py
Formula.md		Formula.md
LICENSE		LICENSE
README.md		README.md
test_EuropeanOption.py		test_EuropeanOption.py

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Black & Scholes Model for Option Pricing & Analysis (Greeks & Implied Volatility)

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In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.

options quantitative-finance volatility black-scholes greeks

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