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.
- 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
- Implement maximisation algorithms
- Implement models as in Volatility modeling
- Exotic Options and Hybrids
- Gaussian estimation
