Showing page 1 of 1.

• 
  Chicago Option Pricing Model

  A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.

  11 weekly downloads
• 
  QuantLib4J

  The QuantLib4J project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib4J is a free/open-source library for modeling, trading, and risk management. This port will provide all the functionality of QuantLib C++.

  0 weekly downloads