Identifying Black-Scholes Derivatives Pricing Discrepancies by Bennett PrestonIdentifying Black-Scholes Derivatives Pricing Discrepancies by Bennett Preston

Identifying Black-Scholes Derivatives Pricing Discrepancies

Bennett Preston

Completed work

Financial Analyst

Researcher

Microsoft Excel

Python

Financial Infrastructure & Markets

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Completed work

Posted Jun 12, 2025

Analyzed SPY options data to locate pricing discrepancies in the Black-Scholes derivatives pricing model to locate where the model suffer in markets.

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Identifying Black-Scholes Derivatives Pricing Discrepancies

Bennett Preston

Completed work

Financial Analyst

Researcher

Microsoft Excel

Python

Financial Infrastructure & Markets

Like this project

Completed work

Posted Jun 12, 2025

Analyzed SPY options data to locate pricing discrepancies in the Black-Scholes derivatives pricing model to locate where the model suffer in markets.

Likes

Views

Join 50k+ companies and 1M+ independents

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For independents

Contra Pro Manage freelance projects Get verified as an expert Find jobs Get discovered Sign contracts Send invoices Commission-free payments

For companies

For companies Manage team projects Share hiring workspace Post jobs Discover contractors Sign contracts Approve invoices Global payments & tax compliance

Use Cases

For companies For freelancers For creator tools For agencies For VCs

Resources

Hire Freelancers

Explore all Top independents Design Engineering Marketing Music & audio Social media Video & animation Product Business consulting & HR Other

Contact

Contact support

Company

Mission Careers Terms & conditions Privacy policy Cookie policy