The Black-Scholes model for calculating the premium of an option was introduced in 1973 in a paper entitled, “The Pricing of Options and Corporate Liabilities” published in the Journal of Political Economy. The formula, developed by three economists – Fischer Black, Myron Scholes and Robert Merton – is perhaps the world’s most well-known options pricing model. Black passed away two years before Scholes and Merton were awarded the 1997 Nobel Prize in Economics for their work in finding a new method to determine the value of derivatives (the Nobel Prize is not given posthumously; however, the Nobel committee acknowledged Black’s role in the Black-Scholes model).
Read more: Options Pricing: Black-Scholes Model| Investopedia http://www.investopedia.com/university/options-pricing/black-scholes-model.asp#ixzz4T9rfuUyJ
I tested this project in MacOs and Fedora Linux with Firefox browser, to install follow this steps at unix terminal:
$ git clone https://github.com/CoolerVoid/optionscat/
$ cd optionscat
Now before execute server need create cert to use TLS:
$ cd cert; openssl req -x509 -sha256 -nodes -days 365 -newkey rsa:2048 -keyout privateKey.key -out certificate.crt
$ cat certificate.crt privateKey.key > certkey.pem
$ cd ..
$ bin/optionscat (NOTE: note use cd bin; ./optionscat need real path)
Enter in your browser at:
Only address 127.0.0.1 can view the program.
1- At second execution if return error, you need kill old process at port 1347:
$ fuser -k -n tcp 1347
2- If you want use at network, Whitelist to access server you can edit at “config/whitelist.conf”
At the future
- Remote CSV download of google finance and yahoo finance
- Options to digest CSV to black scholes table
- CRUD to trade risk manager
- Plot Gain and loss of all trades