mirror of
https://github.com/bspeice/Quant.jl
synced 2025-07-04 23:35:12 -04:00
Add the README
This commit is contained in:
15
README
Normal file
15
README
Normal file
@ -0,0 +1,15 @@
|
|||||||
|
# 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
|
Reference in New Issue
Block a user