ianmadlenya / option_calculator Goto Github PK
View Code? Open in Web Editor NEWcalculates american and european put and call option prices and corresponding greeks
calculates american and european put and call option prices and corresponding greeks
Option_Calculator takes inputs -current stock price -option strike price -option duration -risk free interest rate -volatility and calculates the american or european put and call prices as well as the corresponding "Greeks"
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