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black-scholes

Option pricing using the Black-Scholes formula.

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

mattl922

published 1.1.0 • 9 years agopublished 1.1.0 9 years ago

black-scholes-probability

Get the probability that the price of an asset will be above the strike price of an option at the time of expiration according to the Black-Scholes model.

• black
• scholes

stonkpunk

published 0.0.1 • a year agopublished 0.0.1 a year ago

implied-volatility

Determine implied volatility of options based on their prices

• option
• price
• implied
• volatility
• black
• scholes

mattl922

published 1.0.0 • 9 years agopublished 1.0.0 9 years ago

black-scholes-bonanza

Pricing tools using Black-Scholes

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

vantessel

published 1.0.1 • a year agopublished 1.0.1 a year ago