Math::Business::BlackScholes - Black-Scholes option price model functions

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...

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

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...

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

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

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...

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

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...

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

Contains non-binary option pricing formula....

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

Misc math routines....

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

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

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

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

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

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

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

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

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

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

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