Sample course to be created to familiarise.

This is some text about a video which has appeared above.
Here is an equation :  

2z21c22t2E¯=μ02P¯t2

 

Below is some code which we can talk about:

import scipy . stats
import numpy as np

K = 90; T = 10.0
r = 0.01; sigma = 0.03
spot = 100.0

Z = scipy . stats . norm ()
d1 = 1.0/( sigma *np. sqrt (T)) * (np.log ( spot /K) + (r +0.5* sigma **2)* T)
d2 = d1 - sigma *np. sqrt (T)

print (K*np.exp (-r*T)*Z.cdf (-d2) - spot *Z.cdf (-d1 ))

Reviews

There are no reviews yet. Be the first to review.