Implement Black-Scholes Model

[carlobortolan]

Implement Black-Scholes Model

Description

Implement the Black-Scholes model for options pricing in the options module.

Tasks

• Create black_scholes.rs in the options directory.
• Implement the pricing functions
  • price_euro_call
  • price_euro_put
  • price_cash_or_nothing
  • price_asset_or_nothing
  • price_with_volatility
• Write unit tests for the pricing functions.
• Implement and test implied_volatility

References

• Black-Scholes Model

Assignees

• @carlobortolan