{"product_id":"black-scholes-with-python-from-closed-form-pricing-to-real-market-greeks-fast-pricing-implied-volatility-and-risk-reports-with-vectorized-numpy-n-9798265992970","title":"Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, N","description":"\u003cp\u003e • Author(s): Danny Munrow | James Preston\u003cbr\u003e • Publisher: Independently Published\u003cbr\u003e • Publisher Imprint: Independently Published\u003cbr\u003e • BISAC: Programming Languages - Python\u003c\/p\u003e\u003cp\u003e\u003cb\u003eReactive Publishing\u003c\/b\u003e\u003c\/p\u003e\u003cp\u003eMost \"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.\u003cbr\u003e\u003cb\u003eYou'll build: \u003c\/b\u003e\u003c\/p\u003e\u003cul\u003e\n\u003cli\u003e\u003cp\u003eClosed-form pricers (calls\/puts, forwards, dividends) with analytic Greeks.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eImplied volatility solvers\u003c\/b\u003e (Newton, Brent, Halley) + robust batching.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eSurface building\u003c\/b\u003e (slices, smoothing, arbitrage checks) and diagnostics.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eT+1 risk packs\u003c\/b\u003e: Delta\/Gamma\/Vega\/Theta\/Rho reports for portfolios.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eSpeedups\u003c\/b\u003e with Numba\/JAX and memory-safe patterns for large books.\u003c\/p\u003e\u003c\/li\u003e\n\u003cli\u003e\u003cp\u003e\u003cb\u003eReality checks\u003c\/b\u003e: bid-ask, discrete hedging error, fat-tail stress.\u003cbr\u003ePerfect for quants, traders, and devs who want clean code that runs fast-and connects directly to portfolio risk.\u003c\/p\u003e\u003c\/li\u003e\n\u003c\/ul\u003e","brand":"Independently Published","offers":[{"title":"Paperback","offer_id":47779173007511,"sku":"9798265992970","price":5033.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9798265992970.webp?v=1778034010","url":"https:\/\/atlanticbooks.com\/products\/black-scholes-with-python-from-closed-form-pricing-to-real-market-greeks-fast-pricing-implied-volatility-and-risk-reports-with-vectorized-numpy-n-9798265992970","provider":"Atlantic Books","version":"1.0","type":"link"}