yonesuke

option-pricing

0
0
# Install this skill:
npx skills add yonesuke/skills --skill "option-pricing"

Install specific skill from multi-skill repository

# Description

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

# SKILL.md


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


Option Pricing Skill

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

Contents

  • Examples
    • JAX Implementation of Black-Scholes and Greeks.
  • Reference
    • 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).

# Supported AI Coding Agents

This skill is compatible with the SKILL.md standard and works with all major AI coding agents:

Learn more about the SKILL.md standard and how to use these skills with your preferred AI coding agent.