Option Pricing and Volatility Modeling with Python: Implementing Black-Scholes and GARCH Models

The Python Lab
6 min readJun 10, 2023

Option Pricing is a common problem in Finance that requires pricing financial options. Volatility Modeling is another important concept that focuses on predicting the magnitude of price changes in the stock market. Python is a powerful tool that can be used to model these concepts.

In this tutorial, we will explore how to implement two popular models for Option Pricing and Volatility Modeling in Python: the Black-Scholes Model and the GARCH Model. You will learn how to…

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The Python Lab

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