16 lines
503 B
Plaintext
16 lines
503 B
Plaintext
|
# Quant.jl
|
||
|
|
|
||
|
|
[](https://travis-ci.org/bspeice/Quant.jl)
|
||
|
|
|
||
|
|
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
|