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Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, N

by Danny Munrow , James Preston
Save 12% Save 12%
Current price ₹5,033.00
Original price ₹5,722.00
Original price ₹5,722.00
Original price ₹5,722.00
(-12%)
₹5,033.00
Current price ₹5,033.00

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Book cover type: Paperback
  • ISBN13: 9798265992970
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Independently Published
  • Publisher Imprint: Independently Published
  • Publication Date:
  • Pages: 642
  • Original Price: GBP 44.01
  • Language: English
  • Edition: N/A
  • Item Weight: 1098 grams
  • BISAC Subject(s): Languages / Python

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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