This is a Python project made to apply what I've learned about option pricing during my MSc in Finance. d Dividends. List of expected discrete dividends. e.g. three semi-annual dividends of 0.5$: -d 0 ...

Introduction: This is a course project, which consists of 4 parts. Contents: Theoretical basis is option valuation-related models: Black-Scholes model, Displaced-Diffusion model, SABR model, and ...