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README.md

Quant.jl

Build Status Coverage Status

Quant.jl is intended to be something of a helper application: so many times the same functions are re-written over and over, and it would be helpful to standardize the implementation.

Currently implemented functionality:

  • Black-Scholes Call and Put calculation

Coming soon:

  • Greeks calculation
  • Brownian Motion simulation
  • Geometric Brownian Motion simulation