Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, N

By Danny Munrow and James Preston

Reactive Publishing

Most "Black-Scholes" books stop at the formula. This one ships production-ready code. Learn to price and hedge vanilla options, back out implied vols at scale, and generate real-time risk with vectorized Python. Then push beyond BSM smile/smirk corrections, dividends, discrete carry, and stress testing.
You'll build:

Closed-form pricers (calls/puts, forwards, dividends) with analytic Greeks.

Implied volatility solvers (Newton, Brent, Halley) + robust batching.

Surface building (slices, smoothing, arbitrage checks) and diagnostics.

T+1 risk packs: Delta/Gamma/Vega/Theta/Rho reports for portfolios.

Speedups with Numba/JAX and memory-safe patterns for large books.

Reality checks: bid-ask, discrete hedging error, fat-tail stress.
Perfect for quants, traders, and devs who want clean code that runs fast-and connects directly to portfolio risk.

• Format: Paperback
• Language: English
• ISBN: B0FRNQG41L
• ISBN13: 9798265992970
• Release Date: September 2025
• Publisher: Independently Published
• Length: 642 Pages
• Weight: 2.42 lbs.
• Dimensions: 1.3" x 7.0" x 10.0"