Black-scholes

Option pricing using the Black-Scholes formula.

black-scholes black scholes option pricing

1.1.0 • Published 11 years ago

Finance utilities for JavaScript

finance black-scholes statistics

0.1.5 • Published 4 years ago

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

pricing derivatives black-scholes

0.6.1 • Published 5 years ago

Math library for RMM-01.

amm rmm black-scholes ethereum math primitive

2.0.0-beta.3 • Published 3 years ago

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

2.1.0 • Published 3 years ago

Black Scholes Algorithm in pure JS

black-scholes black scholes option pricing

8.6.202-4.14.32 • Published 1 year ago

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

1.0.7 • Published 2 years ago

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

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1.0.10 • Published 4 years ago

Pricing tools using Black-Scholes

black-scholes black scholes implied volatility option pricing

1.0.1 • Published 3 years ago

Calculate options prices, greeks and volatilities

black-scholes options CALL PUT implied volatility

1.0.2 • Published 2 years ago