16 lines
503 B
Plaintext
16 lines
503 B
Plaintext
# Quant.jl
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[](https://travis-ci.org/bspeice/Quant.jl)
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Quant.jl is intended to be something of a helper application: so many
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times the same functions are re-written over and over, and it would
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be helpful to standardize the implementation.
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Currently implemented functionality:
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- Black-Scholes Call and Put calculation
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Coming soon:
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- Greeks calculation
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- Brownian Motion simulation
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- Geometric Brownian Motion simulation
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