From the Readme: Option Greeks and prices are calculated live directly from the Black-Scholes pricing model. Play around with different inputs to see graphically and numerically the changes in how options are theoretically priced !

Project Samples

Project Activity

See All Activity >

License

Creative Commons Attribution Non-Commercial License V2.0

Follow Option Greeks - Black Scholes

Option Greeks - Black Scholes Web Site

Other Useful Business Software
Cloud Native API Management Icon
Cloud Native API Management

For enterprises with large and distributed development teams seeking to rapidly build API-first applications.

Tyk is a leading Open Source API Gateway and Management Platform, featuring an API gateway, analytics, developer portal and dashboard. We power billions of transactions for thousands of innovative organisations.
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of Option Greeks - Black Scholes!

Additional Project Details

Operating Systems

Windows

Languages

English

Intended Audience

Financial and Insurance Industry, Education

User Interface

Web-based

Registered

2014-03-30