UNPKG

black-scholes-model

Version:

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

1 folder, 5 files

	Filename	Content Type	Size
	../
	utils/	–	893 B
	cdf.ts	text/typescript	569 B
	dValues.ts	text/typescript	2.32 kB
	impliedVolatility.ts	text/typescript	1.4 kB
	index.ts	text/typescript	477 B
	optionPrice.ts	text/typescript	1.17 kB