Wei Xue

_fprime is not correct when computing implied volatility

3

` return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.r*self.T) ` fprime is not correct, it should be ` return self.S*sqrt(self.T)*norm.pdf(d1)*exp(-self.q*self.T) `

Chapter 7 Wrong code in the window function example

2

https://github.com/databricks/Spark-The-Definitive-Guide/blob/38e881406cd424991a624dddb7e68718747b626b/code/Structured_APIs-Chapter_7_Aggregations.scala#L171 First, the column `Quantity` is parsed as `String`. It should be `IntegerType`. Second `orderBy(CustomerId)` should be `orderBy(desc(Quantity))`

## Description add 4 straddle option order since straddle orders are the mostly used for volatitliy trading ## Test test cases with pytest are done