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Comparison between Bachelier and Black Scholes Models 

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The Bachelier model is a mathematical model used to price European options.
This model is considered to be the first mathematical treatment of the concept of Brownian motion and it formed the basis for many subsequent studies in the field of mathematical finance.
I summarized the assumptions and limitations of Bachelier model.
Then I compared option pricing results in Python between Bachelier model and Black Scholes model.
You are welcome to provide your comments and subscribe to my RU-vid channel.
The Python code is uploaded into github.com/AIMLModeling/BachelierBlackScholes

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26 фев 2023

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Комментарии : 3   
@stellavivien7674
@stellavivien7674 10 месяцев назад
excellent video thank you, the pace is also perfect. Can you do the same with the kirk model vs Bachelier for spread options?
@wilfreditankan8017
@wilfreditankan8017 Год назад
Very impressive, can you compare Bs vs Heston model pls.
@statisticsandriskmodeling5477
I am glad you liked my video. Thank you for your feedback.