Python for Finance: Analyze Big Financial Data

(Elle) #1

The Implementation


The translation of the formula as presented in Equation 14-2 to Python is, as usual, quite


straightforward. Example 14-8 shows the code of a Python module with such a valuation


function. We call the script vol_pricing_formula.py and store it in a sub-directory,


volservice.


Example 14-8. Python script for volatility option valuation


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