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

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ashish1497/black-scholes

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src

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.eslintignore

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.eslintrc.json

.eslintrc.json

 
 

.gitignore

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CODE_OF_CONDUCT.md

CODE_OF_CONDUCT.md

 
 

LICENSE

LICENSE

 
 

README.md

README.md

 
 

package-lock.json

package-lock.json

 
 

package.json

package.json

 
 

tsconfig.json

tsconfig.json

 
 

tsconfig.release.json

tsconfig.release.json

 
 

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Add detailed documentation here later;

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

Topics

options trading vega delta gamma option-pricing theta rho black-scholes implied-volatility greeks black-scholes-merton

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License

Apache-2.0 license

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