Create README.md

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Davis W. Edwards
2017-07-26 15:50:32 -05:00
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# Python_Option_Pricing
A libary to price financial options using closed-form solutions written in Python. MIT License.
## Includes
1. European Options: Black-Scholes, Black76, Merton, Garman-Kohlhagan;
2. Spread Options: Kirk's Approximation, Heat Rate Options;
3. American Options: Bjerksund-Stensland
4. Implied Volatility
5. Asian Options