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greeks

Calculations of option greeks - delta, gamma, theta, vega, rho

• option
• greeks
• delta
• gamma
• theta
• vega
• rho

mattl922

published 1.0.0 • 9 years agopublished 1.0.0 9 years ago

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

published 1.0.10 • 3 years agopublished 1.0.10 3 years ago