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mattl922

Packages 4

  • black-scholes

    Option pricing using the Black-Scholes formula.

    mattl922
    published version 1.1.0, 11 years ago

  • greeks

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

    mattl922
    published version 1.0.0, 11 years ago

  • implied-volatility

    Determine implied volatility of options based on their prices

    mattl922
    published version 1.0.0, 11 years ago

  • random-shuffle

    The shuffling algorithm that DOES NOT use Math.random()

    mattl922
    published version 1.0.1, 11 years ago