{ "item_title" : "Black-Scholes with Python", "item_author" : [" Danny Munrow", "James Preston "], "item_description" : "Reactive PublishingMost Black-Scholes books stop at the formula. This one ships production-ready code. Learn to price and hedge vanilla options, back out implied vols at scale, and generate real-time risk with vectorized Python. Then push beyond BSM smile/smirk corrections, dividends, discrete carry, and stress testing.You'll build: Closed-form pricers (calls/puts, forwards, dividends) with analytic Greeks.Implied volatility solvers (Newton, Brent, Halley) + robust batching.Surface building (slices, smoothing, arbitrage checks) and diagnostics.T+1 risk packs: Delta/Gamma/Vega/Theta/Rho reports for portfolios.Speedups with Numba/JAX and memory-safe patterns for large books.Reality checks: bid-ask, discrete hedging error, fat-tail stress.Perfect for quants, traders, and devs who want clean code that runs fast-and connects directly to portfolio risk.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/9/79/826/599/9798265992970_b.jpg", "price_data" : { "retail_price" : "59.99", "online_price" : "59.99", "our_price" : "59.99", "club_price" : "59.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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