smithery/yonesuke

option-pricing

Option pricing tools including Black-Scholes model, Greeks Calculation using Auto-Differentiation, and Exotic Options.

Installation

$ npx skills add smithery/yonesuke --skill option-pricing

Similar popular skills

Related neighbors and high-traction skills in the same topics — useful to compare before installing.

Also in this package

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npx skills add smithery/yonesuke

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More details

Agent compatibility

Declared targets from SKILL.md / docs. Unmarked agents are not listed — the skill may still install via the CLI.

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Package contents

Files included with this skill beyond the listing page.

  • skill md SKILL.md 607 B
  • docs SUMMARY.md 140 B

History

  1. First recorded snapshot · 0 installs

SKILL.md

Option Pricing Skill

Tools for pricing financial derivatives and calculating risk metrics (Greeks).

Contents

  • [Examples](examples.md)

- JAX Implementation of Black-Scholes and Greeks.

  • [Reference](reference.md)

- Detailed mathematical theory (SDEs, Ito's Lemma).

Usage

Use for:

  1. Pricing: Finding fair value of options.
  2. Hedging: Calculating Delta, Gamma, Vega.
  3. Simulating: Modeling asset paths (GBM).