financialkit.options#

Bachelier, Black-Scholes-Merton, Black-76 and Garman-Kohlhagen, parity and bounds, the Greeks and delta hedging, implied volatility and the smile, and binomial and trinomial trees.

History

The foundational breakthroughs behind this subpackage, linked to the implementation.

Breakthroughs in Option Pricing
Examples

Runnable tutorials and the full example gallery.

Examples
API reference

Every public class and function.

financialkit.options