GitHub / ArturSepp / VanillaOptionPricers

Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ArturSepp%2FVanillaOptionPricers
PURL: pkg:github/ArturSepp/VanillaOptionPricers

Stars: 6
Forks: 4
Open issues: 0

License: gpl-3.0
Language: Python
Size: 34.2 KB
Dependencies parsed at: Pending

Created at: about 1 year ago
Updated at: about 21 hours ago
Pushed at: about 21 hours ago
Last synced at: about 19 hours ago

Topics: black-scholes-merton, implied-volatility

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