Name: Scipy's built-in root finding function: Solve nonlinear equations with Python
Uploaded: 2021-01-22T16:21:15+00:00
Duration: 14 min 31 s
Description: We look at using Python’s (via Scipy) built-in function to solve for the roots of an equation. We will return to the implied volatility problem as well as another equation used in previous videos to d

3 years ago

Python Scipy Numerical Methods Root Finding

We look at using Python’s (via Scipy) built-in function to solve for the roots of an equation. We will return to the implied volatility problem as well as another equation used in previous videos to demonstrate Newton’s method for finding roots.

Previous Videos

Implied Volatility using Newton’s Method: https://youtu.be/Jpy3iCsijIU
Troubleshooting the Implied Volatility Script: https://youtu.be/2UJ9kFqQF-s
Extension to Put Options: https://youtu.be/4z_nOgl8oHU

Github: https://github.com/kpmooney/numerical_methods_youtube/tree/master/root_finding/implied_volatility

Tip Jar: http://paypal.me/kpmooney

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