Search results
9 packages found
Option pricing using the Black-Scholes formula.
published 1.1.0 9 years ago
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Math library for RMM-01.
published 2.0.0-beta.3 2 years ago
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Library for analytical pricings of financial derivatives under (log)normal distribution assumptions
published 0.6.1 4 years ago
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Finance utilities for JavaScript
published 0.1.5 3 years ago
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Calculate options prices, greeks and volatilities
published 1.0.2 6 months ago
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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
published 1.0.7 a year ago
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Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).
published 2.1.0 2 years ago
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Pricing tools using Black-Scholes
published 1.0.1 a year ago
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Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
published 1.0.10 3 years ago
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