# Python_Option_Pricing
A libary to price financial options using closed-form solutions written in Python. MIT License.
## Includes 
1. European Options: Black-Scholes, Black76, Merton, Garman-Kohlhagan;
2. Spread Options: Kirk's Approximation, Heat Rate Options; 
3. American Options: Bjerksund-Stensland
4. Implied Volatility
5. Asian Options