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black-scholes

Option pricing using the Black-Scholes formula.

• black-scholes
• black
• scholes
• option
• pricing

mattl922

• 1.1.0 • 10 years ago • 10 dependents • MITpublished version 1.1.0, 10 years ago10 dependents licensed under $MIT

@uqee/black-scholes

Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back

• black-scholes
• options
• typescript

uqee

• 1.0.7 • 2 years ago • 2 dependents • ISCpublished version 1.0.7, 2 years ago2 dependents licensed under $ISC

@primitivefi/rmm-math

Math library for RMM-01.

• amm
• rmm
• black-scholes
• ethereum
• math
• primitive

alexangelj

• 2.0.0-beta.3 • 3 years ago • 1 dependents • GPL-3.0-or-laterpublished version 2.0.0-beta.3, 3 years ago1 dependents licensed under $GPL-3.0-or-later

option-pricing

Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).

• option
• pricing
• black-scholes
• binomial-tree
• monte-carlo-simulation

peterrhodesdev

• 2.1.0 • 3 years ago • 0 dependents • MITpublished version 2.1.0, 3 years ago0 dependents licensed under $MIT

black-scholes-bonanza

Pricing tools using Black-Scholes

• black-scholes
• black
• scholes
• implied
• volatility
• option
• pricing

vantessel

• 1.0.1 • 2 years ago • 0 dependents • MITpublished version 1.0.1, 2 years ago0 dependents licensed under $MIT

gaussian-analytics

Library for analytical pricings of financial derivatives under (log)normal distribution assumptions

• pricing
• derivatives
• black-scholes

luphord

• 0.6.1 • 5 years ago • 0 dependents • MITpublished version 0.6.1, 5 years ago0 dependents licensed under $MIT

black-scholes-model

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

• options
• black-scholes
• trading
• implied-volatility
• greeks
• delta
• vega
• gamma
• rho
• theta
• option-pricing

ashishbajaj1497

• 1.0.10 • 4 years ago • 0 dependents • ISCpublished version 1.0.10, 4 years ago0 dependents licensed under $ISC

@bmancini55/finance

Finance utilities for JavaScript

• finance
• black-scholes
• statistics

bmancini55

• 0.1.5 • 4 years ago • 0 dependents • MITpublished version 0.1.5, 4 years ago0 dependents licensed under $MIT

scholes

Black Scholes Algorithm in pure JS

• black-scholes
• black
• scholes
• option
• pricing

learnuidev

• 8.6.202-4.14.32 • 10 months ago • 0 dependents • MITpublished version 8.6.202-4.14.32, 10 months ago0 dependents licensed under $MIT

future-options-bs

Calculate options prices, greeks and volatilities

• black-scholes
• options
• CALL
• PUT
• implied volatility

pablitodev

• 1.0.2 • 2 years ago • 0 dependents • ISCpublished version 1.0.2, 2 years ago0 dependents licensed under $ISC