Questions tagged [numpy]

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Why is my put intrinsic value greater than my actual put value in BSM? Python code

I have been creating a class for determining put/call values based on the Black Scholes Merton model and have run into a weird problem. For some reason my put values end up being less than the ...
finman69's user avatar
2 votes
1 answer

Rolling Calculation of Slope in Python

I am trying to calculate Slope for the rolling window of 5 and 20 periods and append it to the existing data frame. The length of the total dataset would be let's say 30 days. I have two columns "...
Add's user avatar
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