Implementing the Black-Scholes-Merton Formula in Python
#Black_Scholes, #python
The video explains how to implement the Black-Scholes-Merton formula in Python. We demonstrate the application using historical data from Yahoo Finance.
0:00 Intro
1:25 Black-Scholes-Merton formula at any time t.
2:05 Required packages
2:26 Python function
4:38 Example
5:23 Apply on historical data
6:18 Stock Price Dynamics
6:54 Simulation of price
11:15 Application
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Please watch: "Simulate Brownian Motion in Python "
• Simulate Brownian Motion in Python
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