Overview

Reactive PublishingMost ""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.

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