Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

nice code! But the formula for d1 has an issue #3

Open
jnczbl opened this issue Jan 15, 2020 · 0 comments
Open

nice code! But the formula for d1 has an issue #3

jnczbl opened this issue Jan 15, 2020 · 0 comments

Comments

@jnczbl
Copy link

jnczbl commented Jan 15, 2020

the formula for d1 should be:
def d1(S,K,T,r,sigma): return((log(S/K)+(r+0.5*sigma**2)*T))/(sigma*sqrt(T))

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant