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## How to Calculate Implied Volatility in Python

Implied volatility tells us the expected volatility of a stock over an option’s lifetime. Implied volatility is directly influenced by the supply and demand of the options and the market’s expectation of the direction of the price of the underlying...

## How to Derive Options Greeks from the Black-Scholes Formula

Options Greeks are a set of quantities representing an option’s price sensitivity to its underlying parameters. Each of them measures a different dimension of the risk in an option position. They fall out elegantly from derivatives of the Black-Scholes options...

## Black-Scholes Option Pricing in C++

The Black-Scholes or Black-Scholes-Merton model is a financial mathematical equation for pricing options contracts and other derivatives. Fischer Black and Myron Scholes published the formula in their 1973 paper “The Pricing of Options and Corporate...

## Black-Scholes Option Pricing in Python

The Black-Scholes or Black-Scholes-Merton model is a financial mathematical equation for pricing options contracts and other derivatives. Fischer Black and Myron Scholes published the formula in their 1973 paper “The Pricing of Options and Corporate...

## Black-Scholes Option Pricing in R

The Black-Scholes or Black-Scholes-Merton model is a financial mathematical equation for pricing options contracts and other derivatives. Fischer Black and Myron Scholes published the formula in their 1973 paper “The Pricing of Options and Corporate...

## How to Solve R Error: unexpected ‘}’ in “}”

This error occurs when you have a closing curly bracket in your code without a corresponding opening curly bracket. You can solve this error by finding the position in your code that requires an opening bracket. This tutorial will go through how to solve the error...