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 ...
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2
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answer
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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 "...
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