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Option pricing using the Black-Scholes formula.
published version 1.1.0, 10 years ago9 dependents licensed under $MIT
1,860
Determine implied volatility of options based on their prices
published version 1.0.0, 10 years ago6 dependents licensed under $MIT
608
Pricing tools using Black-Scholes
published version 1.0.1, 2 years ago0 dependents licensed under $MIT
37
Black Scholes Algorithm in pure JS
published version 8.6.202-4.14.32, 7 months ago0 dependents licensed under $MIT
31
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.
published version 0.0.1, 2 years ago0 dependents licensed under $GPL
13