From 5aa6b441927a9c0d56f5636b2ab3fcfb8a4eb446 Mon Sep 17 00:00:00 2001 From: "Davis W. Edwards" Date: Wed, 26 Jul 2017 15:50:32 -0500 Subject: [PATCH] Create README.md --- README.md | 8 ++++++++ 1 file changed, 8 insertions(+) create mode 100644 README.md diff --git a/README.md b/README.md new file mode 100644 index 0000000..fda4e44 --- /dev/null +++ b/README.md @@ -0,0 +1,8 @@ +# 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