This module provides a perl interface to the DCDFLIB. See the section on DCDFLIB for more information. Functions are available for 7 continuous distributions (Beta, Chi-square, F, Gamma, Normal, Poisson and T-distribution) and for two discrete distri...

Here is a list of all the functions included in this module : gsl_cdf_ugaussian_P($x) gsl_cdf_ugaussian_Q($x) gsl_cdf_ugaussian_Pinv($P) gsl_cdf_ugaussian_Qinv($Q) These functions compute the cumulative distribution functions P(x), Q(x) and their inv...

This is a Perl wrapper for TOMS462 C library which evaluates the upper right tail of the bivariate normal distribution. Wikipedia: https://en.wikipedia.org/wiki/Multivariate_normal_distribution#Bivariate _case . EXPORT Exportable functions double biv...

This module calculates the Gaussian probability density, the cumulative distribution function (Gaussian distribution function), and the inverse Gaussian distribution function. EXPORT None by default. The ":all" tag is recognized, or import individual...

This module just rewrites the Math::Gauss module in XS. The precision and exported function remain the same as in the original. The benchmark results are Benchmark: timing 30000000 iterations of pp/pdf, xs/pdf... pp/pdf: 15 wallclock secs (14.99 usr ...

Here is a list of all the functions included in this module. For all sampling methods, the first argument $r is a raw gsl_rnd structure retrieve by calling raw() on an Math::GSL::RNG object. Bernoulli gsl_ran_bernoulli($r, $p) This function returns e...

This module generates random integers k that follow the Zipf distribution, P(k) = C / k^s for k = [ 1, 2, .. N ], s a fixed exponent and C a normalisation constant. It is related to the Zeta distribution (infinite N) and Pareto distribution (continuo...

Here is a list of all the functions included in this module : gsl_permutation_alloc($n) - return a newly allocated permutation of size $n gsl_permutation_calloc($n) - return a newly allocated permutation of size $n which is initialized to the identit...

This module transforms uniformly spaced random variable realizations into realizations that follow the Skew-Normal (*SN*) Probability Density Function (*PDF*). We accept following definition of the Skew-Normal Distribution: 1-dimensional SN is determ...

Bundle of modules interfacing with math libraries. 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....

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...

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

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...

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...