/black-scholes

Black-Scholes option pricing

Primary LanguageJavaMIT LicenseMIT

black-scholes in Java

Black-Scholes option pricing model using gaussian assumptions. This program uses contracts, which makes it easy to introduce option strategies as this is further developed.

Wishlist

  • Other option strategies
  • Pricing of American options using for example non linear volatility equations as seen here
  • Handling the volatility skew
  • JavaFX interface (done)
  • Get live data-feed
  • Estimation of IV using volatility models

Resources

Screenshots

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