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datazlayer / blackscholes.js
Created September 1, 2021 20:34 — forked from vorandrew/blackscholes.js
Black-Scholes in Javascript: A rewrite of http://www.espenhaug.com/black_scholes.html
/*
PutCallFlag: Either "put" or "call"
S: Stock Price
X: Strike Price
T: Time to expiration (in years)
r: Risk-free rate
v: Volatility
This is the same one found in http://www.espenhaug.com/black_scholes.html
but written with proper indentation and a === instead of == because it's
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datazlayer / list.md
Created January 31, 2022 13:04 — forked from ih2502mk/list.md
Quantopian Lectures Saved