Black-Scholes option pricing GUIs
First GUI: plot of option prices and greeks using python tkinter library.
Plain vanilla Call and Put options. Use the sliders to interactively update plots.
- Main file main_gui_bs.py
- GUI class in src/guisliders.py
- Black-Scholes option pricing model class in models/blackscholes.py
Please follow the links below for further details about option pricing:
- A very gentle introduction to option contracts
- General properties of options prices
- Derivation of the Black-Scholes option pricing model
Second GUI: option strategy payoff calculator and plot using python tkinter library.
- Main file main_gui_bstrategy.py
- GUI class in src/guislidersrtrategy.py
- Black-Scholes option pricing model class in models/blackscholestrategy.py