Black-Scholes-Merton Model in Python
The Black Scholes formula is one of the most popular financial instruments used in the past 40 years. Derived by Fisher, Black Myron Scholes and Robert Merton in 1973, it has become the primary tool for derivative pricing. In this free practice exam, you are a finance student whose Applied Finance is approaching and is asked to perform the Black-Scholes-Merton formula in Python by working on a dataset containing Tesla’s stock prices for the period between mid-2010 and mid-2020.
Martin GanchevCourse Author Linkedin profile
Who is it for
Python Web Developers, Business Analysts, Data Scientists and Data Analysts who want to test their knowledge on the Black-Scholes-Model can do so in this free practice test.
How it can help you
Evaluate your ability to calculate the theoretical value of derivatives based on other investment instruments, while considering the impact of time and other risk factors, in other words pricing an options contract- an essential skill for performing financial analysis.
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