Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, Numba, and JAX
Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, Numba, and JAX
Reactive Publishing Most "Black-Scholes" books stop at the formula. This one ships production-ready code. Learn to price and hedge vanilla options, back out implied vols at scale, and generate real-time risk with vectorized Python. Then push beyond BSM smile/smirk corrections, dividends, discrete carry, and stress testing. You'll build: Closed-form pricers (calls/puts, forwards, dividends) with analytic Greeks. Implied volatility solvers (Newton, Brent, Halley) + robust batching. Surface building (slices, ...
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Reactive Publishing Most "Black-Scholes" books stop at the formula. This one ships production-ready code. Learn to price and hedge vanilla options, back out implied vols at scale, and generate real-time risk with vectorized Python. Then push beyond BSM smile/smirk corrections, dividends, discrete carry, and stress testing. You'll build: Closed-form pricers (calls/puts, forwards, dividends) with analytic Greeks. Implied volatility solvers (Newton, Brent, Halley) + robust batching. Surface building (slices, smoothing, arbitrage checks) and diagnostics. T+1 risk packs : Delta/Gamma/Vega/Theta/Rho reports for portfolios. Speedups with Numba/JAX and memory-safe patterns for large books. Reality checks : bid-ask, discrete hedging error, fat-tail stress. Perfect for quants, traders, and devs who want clean code that runs fast-and connects directly to portfolio risk.
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Add this copy of Black-Scholes with Python: From Closed-Form Pricing to to cart. $48.30, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2025 by Independently Published.
Add this copy of Black-Scholes With Python to cart. $70.76, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2025 by Amazon Digital Services LLC-Kdp.
