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black-scholes-model

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

github.com/ashish1497/black-scholes

ashish1497/black-scholes

2 folders, 20 files

	Filename	Content Type	Size
	../
	src/	–	18.1 kB
	utils/	–	2.29 kB
	cdf.d.ts	text/typescript	241 B
	cdf.d.ts.map	application/json	285 B
	cdf.js	text/javascript	576 B
	cdf.js.map	application/json	702 B
	dValues.d.ts	text/typescript	366 B
	dValues.d.ts.map	application/json	369 B
	dValues.js	text/javascript	2.35 kB
	dValues.js.map	application/json	2.44 kB
	impliedVolatility.d.ts	text/typescript	475 B
	impliedVolatility.d.ts.map	application/json	522 B
	impliedVolatility.js	text/javascript	1.26 kB
	impliedVolatility.js.map	application/json	1.13 kB
	index.d.ts	text/typescript	263 B
	index.d.ts.map	application/json	333 B
	index.js	text/javascript	870 B
	index.js.map	application/json	247 B
	optionPrice.d.ts	text/typescript	331 B
	optionPrice.d.ts.map	application/json	383 B
	optionPrice.js	text/javascript	1.27 kB
	optionPrice.js.map	application/json	1.4 kB