black-scholes
Option pricing using the Black-Scholes formula.
Option pricing using the Black-Scholes formula.
Finance utilities for JavaScript
Library for analytical pricings of financial derivatives under (log)normal distribution assumptions
Pricing tools using Black-Scholes
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Calculate options prices, greeks and volatilities
Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).
Math library for RMM-01.
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