mibianlib

We have hosted the application mibianlib in order to run this application in our online workstations with Wine or directly.

Quick description about mibianlib:

Mibian Lib is an open source options pricing library in python.

Features:

• Garman-Kohlhagen
• Black-Scholes
• Price, Delta, Dual Delta, Theta, Vega, Gamma, Rho
• Implied Volatility
• Put-Call Parity

Audience: Financial and Insurance Industry, Advanced End Users, Developers.
User interface: Console/Terminal, Command-line.
Programming Language: Python.
Categories: