{"provider_name":"Hatena Blog","published":"2018-07-19 11:24:50","type":"rich","author_name":"swdrsker","image_url":"https://chart.apis.google.com/chart?cht=tx&chl=%5Cdisplaystyle%20d_1%20%3D%20%5Cfrac%7B%5Cmathrm%7Bln%7D%28S%2Fx%29%20%2B%20%28r%20%20%2B%20%5Csigma%5E2%2F2%29%5Ctau%7D%7B%5Csigma%20%5Csqrt%7B%5Ctau%7D%7D","width":"100%","blog_url":"https://swdrsker.hatenablog.com/","height":"190","provider_url":"https://hatena.blog","version":"1.0","categories":["Finance"],"url":"https://swdrsker.hatenablog.com/entry/2018/07/19/112450","html":"<iframe src=\"https://hatenablog-parts.com/embed?url=https%3A%2F%2Fswdrsker.hatenablog.com%2Fentry%2F2018%2F07%2F19%2F112450\" title=\"\u30e8\u30fc\u30ed\u30d4\u30a2\u30f3\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u4fa1\u683c\u8a08\u7b97\uff08\u30d6\u30e9\u30c3\u30af\u30b7\u30e7\u30fc\u30eb\u30ba\u30e2\u30c7\u30eb\uff09 - \u6280\u8853\u30e1\u30e2\" class=\"embed-card embed-blogcard\" scrolling=\"no\" frameborder=\"0\" style=\"display: block; width: 100%; height: 190px; max-width: 500px; margin: 10px 0px;\"></iframe>","author_url":"https://blog.hatena.ne.jp/swdrsker/","title":"\u30e8\u30fc\u30ed\u30d4\u30a2\u30f3\u30aa\u30d7\u30b7\u30e7\u30f3\u306e\u4fa1\u683c\u8a08\u7b97\uff08\u30d6\u30e9\u30c3\u30af\u30b7\u30e7\u30fc\u30eb\u30ba\u30e2\u30c7\u30eb\uff09","description":"\u30d6\u30e9\u30c3\u30af\u30b7\u30e7\u30fc\u30eb\u30ba\u30e2\u30c7\u30eb\u3092\u4f7f\u3063\u3066\u30e8\u30fc\u30ed\u30d4\u30a2\u30f3\u30aa\u30d7\u30b7\u30e7\u30f3\u3092\u8a08\u7b97\u3059\u308bpython\u30b3\u30fc\u30c9 \u30d6\u30e9\u30c3\u30af\u30b7\u30e7\u30fc\u30eb\u30ba\u30e2\u30c7\u30eb \u203b\u7121\u914d\u5f53\u306e\u539f\u8cc7\u7523\u3092\u524d\u63d0\u3068\u3057\u3066\u3044\u308b\uff1a\u30b9\u30dd\u30c3\u30c8\u4fa1\u683c \uff1a\u884c\u4f7f\u4fa1\u683c \uff1a\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3 \uff1a\u6e80\u671f\u307e\u3067\u306e\u671f\u9593 \uff1a\u91d1\u5229 \u3068\u3057\u3066\u30b3\u30fc\u30eb\u30aa\u30d7\u30b7\u30e7\u30f3\u4fa1\u683c\uff1a \u30d7\u30c3\u30c8\u30aa\u30d7\u30b7\u30e7\u30f3\u4fa1\u683c\uff1a\u3068\u306a\u308b\u3002 \u305f\u3060\u3057\u3001\u306f\u6b63\u898f\u5206\u5e03\u306e\u7d2f\u7a4d\u5206\u5e03\u95a2\u6570\u3092\u8868\u3059\u3002 \u30b3\u30fc\u30c9 import numpy as np from scipy import stats def bs_model(S,x,r,sigma,T): d1 = (np.log(S/x) + (r + 0.5 * sigma ** 2)*T)/(sigma*pow(T, 1/2))\u2026","blog_title":"\u6280\u8853\u30e1\u30e2"}