Option Valuation with Python
An option valuation webapp in Python.
Models
Installation
Clone this repository :
git clone https://github.com/romaincaraes/option-valuation-python
cd option-valuation-python
You may want to use a virtual environment to keep a clean Python installation :
python3 -m venv venv/
source venv/bin/activate
Install the required dependencies :
pip3 install -r requirements.txt
Usage
To use the Option Valuation web app, run the option.py script in option-valuation/ folder :
cd option-valuation
streamlit run option.py
A new tab should open in your browser :
Built With
- Numpy - Fundamental package for scientific computing with Python,
- Pandas - Library providing data structures and data analysis tools for Python,
- Scipy - Software for mathematics, science, and engineering,
- Streamlit - Open-source app framework,
Dependencies
All the Python packages needed are listed in requirements.txt and on the Dependency Graph page.
