smithery.ai
Option pricing tools including Black-Scholes model, Greeks Calculation using Auto-Differentiation, and Exotic Options.
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npx skills add https://smithery.ai
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Files included with this skill beyond the listing page.
SKILL.md
607 B
SUMMARY.md
140 B
Tools for pricing financial derivatives and calculating risk metrics (Greeks).
- JAX Implementation of Black-Scholes and Greeks.
- Detailed mathematical theory (SDEs, Ito's Lemma).
Use for: