Looking for Arbitrage with an Option Pricing App?—?Part 2
Mlearning.ai
MARCH 16, 2023
Within the blog we picked up the current stock price, the option’s strike price, the time to expiration, the risk-free interest rate, and the stock’s volatility. We built a Black Scholes model function and found an arbitrage opportunity where black scholes priced a call higher than the most recent price.
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