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Book synopsis

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.

Book details

• Full title: Black-Scholes with Python
• Subtitle: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, Numba, and JAX
• Author: Danny Munrow, James Preston
• Language: English
• Binding: Paperback
• Number of pages: 642
• EAN: 9798265992970
• ID: 50540273
• Publisher: Independently published
• Weight: 1098 g
• Dimensions: 254 × 178 × 33 mm
• Date of publishing: 18. September 2025

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