DMelt:Finance/Financial Computations

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Financial computations

DataMelt can be used for financial computations. It provides several mathematical and statistical tools needed for the valuation of shares, options, futures, swaps, and other financial instruments, also providing tools related to risk management and money management.

Equity option values

In this section we calculate equity option values with a number of methods, such as Black-Scholes, Barone-Adesi/Whaley, Bjerksund/Stensland, Ju Quadratic.

More information on this topic is in DMelt books