claude

derivatives-pricing-stochastic-calculus

Price options and other derivatives and quantify their risk from a contract specification and market inputs, covering Black-Scholes-Merton analytical pricing, the full set of Greeks, binomial-tree and Monte-Carlo numerical pricing with convergence checks, implied-volatility inversion, volatility smile/skew structure, and model-risk validation (put-call parity, no-arbitrage bounds, cross-method consistency). Use when the user asks for 期权定价、希腊字母计算、隐含波动率、波动率微笑/曲面、二叉树或蒙特卡洛定价、Black-Scholes、美式期权定价、看跌看涨平价校验, or a one-stop option pricing and risk dossier.

5 on GitHubGPL-3.0updated yesterday04
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Plugin derivatives-pricing-stochastic-calculus from marketplace quantskills in quantskills/registry. Commands read from the repo's manifest — today.

What it installs

Skills (1)

  • derivatives-pricing-stochastic-calculus

    Price options and other derivatives and quantify their risk from a contract

Subagents (2)

  • README
  • portable-loader
View source on GitHub

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