The code here is used for several basic financial models and methods, including Black Scholes formula, Monte Carlo Simulation, etc. The codes in this repository are written with C#.
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Updated
Mar 20, 2019 - C#
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black-scholes-merton
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Open source financial analysis software for valuation of various securities and derivatives.
finance
options
analysis
assets
financial
price
valuation
derivatives
bonds
black-scholes
black-scholes-merton
pricer
black-76
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Updated
Jul 31, 2023 - C#
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