Search results for "module:Math::Business::BlackScholes"
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...
ANDERS/Math-Business-BlackScholes-1.01 - 01 Jan 2009 01:18:43 UTC
Math::Business::BlackScholes::Binaries
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 UTC
Math::Business::BlackScholesMerton
Please refer to documentions in Math::Business::BlackScholesMerton::Binaries and Math::Business::BlackScholesMerton::NonBinaries for more details....
BINARY/Math-Business-BlackScholesMerton-1.25 - 18 Nov 2022 13:50:50 UTC
Math::Business::BlackScholes::Binaries::Greeks
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 UTC
Math::Business::BlackScholesMerton::Binaries
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-1.25 - 18 Nov 2022 13:50:50 UTC
Math::Business::BlackScholesMerton::NonBinaries
Contains non-binary option pricing formula....
BINARY/Math-Business-BlackScholesMerton-1.25 - 18 Nov 2022 13:50:50 UTC
Math::Business::BlackScholes::Binaries::Greeks::Math
Misc math routines....
BINARY/Math-Business-BlackScholes-Binaries-Greeks-0.06 - 16 May 2018 09:12:14 UTC
Math::Business::BlackScholes::Binaries::Greeks::Vega
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 UTC
Math::Business::BlackScholes::Binaries::Greeks::Vanna
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 UTC
Math::Business::BlackScholes::Binaries::Greeks::Theta
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 UTC
Math::Business::BlackScholes::Binaries::Greeks::Volga
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 UTC
Math::Business::BlackScholes::Binaries::Greeks::Gamma
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 UTC
Math::Business::BlackScholes::Binaries::Greeks::Delta
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 UTC
Bundle::Math::Financial - Bundle of modules related to financial mathematics
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 UTC
Math::Business::Lookback
Prices lookback options using the GBM model, all closed formulas....
DERIV/Math-Business-Lookback-0.01 - 09 Nov 2022 06:37:09 UTC