Publisher's Synopsis
Reactive Publishing
Options Greeks and Black-Scholes with Python: A Complete Guide to Algorithmic Options Trading
Unlock the power of quantitative finance and take your options trading to the next level.
This comprehensive guide bridges the gap between financial theory and real-world algorithmic execution. Whether you're a trader, quant, or developer, this book will walk you through the practical implementation of options pricing models, Greeks analysis, and automated strategies-all with Python.
Inside, you'll master:
Black-Scholes theory and how to implement it from scratch
Delta, Gamma, Theta, Vega, Rho-and what they actually mean for your trades
Building and backtesting algorithmic options strategies
Real-world Python scripts for modeling, risk analysis, and trade automation
Using libraries like NumPy, Pandas, and Matplotlib for fast, scalable code
Whether you're trading for yourself or preparing for a quant interview, this book offers hands-on insight into how the pros use math, code, and strategy to manage risk and maximize returns.
Quantify your edge. Automate your success.
Start building your algorithmic options engine-today.
