Math::Business::BlackScholes - Black-Scholes option price model functions River stage one • 1 direct dependent • 1 total dependent

Estimates the fair market price of a European stock option according to the Black-Scholes model. call_price() returns the price of a call option. put_price() returns the value of a put option. call_put_prices() returns a 2-element array whose first e...

ANDERS/Math-Business-BlackScholes-1.01 - 01 Jan 2009 01:18:43 GMT

Math::Business::BlackScholes::Binaries River stage one • 1 direct dependent • 1 total dependent

Prices options using the GBM model, all closed formulas. Important(a): Basically, onetouch, upordown and doubletouch have two cases of payoff either at end or at hit. We treat them differently. We use parameter $w to differ them. $w = 0: payoff at hi...

BINARY/Math-Business-Blackscholes-Binaries-1.23 - 27 Feb 2017 06:07:51 GMT

Math::Business::BlackScholesMerton River stage one • 2 direct dependents • 4 total dependents

Please refer to documentions in Math::Business::BlackScholesMerton::Binaries and Math::Business::BlackScholesMerton::NonBinaries for more details....

BINARY/Math-Business-BlackscholesMerton-1.24 - 17 Jul 2018 01:52:11 GMT

Math::Business::BlackScholes::Binaries::Greeks River stage one • 2 direct dependents • 3 total dependents

The Greeks modules calculate the sensitivity of the price of binary options to a change in the underlying parameters of the financial asset. First-order Greeks * Math::Business::BlackScholes::Binaries::Greeks::Delta * Math::Business::BlackScholes::Bi...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholesMerton::Binaries River stage one • 2 direct dependents • 4 total dependents

Prices options using the GBM model, all closed formulas. Important(a): Basically, onetouch, upordown and doubletouch have two cases of payoff either at end or at hit. We treat them differently. We use parameter $w to differ them. $w = 0: payoff at hi...

BINARY/Math-Business-BlackscholesMerton-1.24 - 17 Jul 2018 01:52:11 GMT

Math::Business::BlackScholesMerton::NonBinaries River stage one • 2 direct dependents • 4 total dependents

Contains non-binary option pricing formula....

BINARY/Math-Business-BlackscholesMerton-1.24 - 17 Jul 2018 01:52:11 GMT

Math::Business::BlackScholes::Binaries::Greeks::Math River stage one • 2 direct dependents • 3 total dependents

Misc math routines....

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholes::Binaries::Greeks::Vega River stage one • 2 direct dependents • 3 total dependents

Gets the Vega for different options, Vanilla and Foreign for all our bet types...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholes::Binaries::Greeks::Vanna River stage one • 2 direct dependents • 3 total dependents

Gets the Vanna for different options, Vanilla and Foreign for all our bet types...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholes::Binaries::Greeks::Theta River stage one • 2 direct dependents • 3 total dependents

Gets the Theta for different options, Vanilla and Foreign for all our bet types...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholes::Binaries::Greeks::Volga River stage one • 2 direct dependents • 3 total dependents

Gets the Volga for different options, Vanilla and Foreign for all our bet types...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholes::Binaries::Greeks::Gamma River stage one • 2 direct dependents • 3 total dependents

Gets the gamma for different options, Vanilla and Foreign for all our bet types...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Math::Business::BlackScholes::Binaries::Greeks::Delta River stage one • 2 direct dependents • 3 total dependents

Gets the delta for different options, Vanilla and Foreign for all contract types...

BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 GMT

Bundle::Math::Financial - Bundle of modules related to financial mathematics River stage one • 1 direct dependent • 1 total dependent

This is a bundle of modules related to financial mathematics. Please have a look at Bundle::Math. If you would like to see a specific module included in a future version of this bundle, please send me an email or use rt.cpan.org....

SMUELLER/Bundle-Math-Financial-1.01 - 21 Apr 2004 13:42:40 GMT

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