nice code! But the formula for d1 has an issue #3
Description
the formula for d1 should be:
def d1(S,K,T,r,sigma): return((log(S/K)+(r+0.5*sigma**2)*T))/(sigma*sqrt(T))
{{ message }}
the formula for d1 should be:
def d1(S,K,T,r,sigma): return((log(S/K)+(r+0.5*sigma**2)*T))/(sigma*sqrt(T))