💹 Options Pricing: Black-Scholes & Monte Carlo (2D)
Interactive 2D Black-Scholes option pricer with live Greeks, a Monte Carlo GBM path simulation, and a drag-to-set spot price payoff diagram for European calls and puts.
⚙ Under the hood
Interactive 2D Black-Scholes option pricer with live Greeks, a Monte Carlo GBM path simulation, and a drag-to-set spot price payoff diagram for European calls and puts.
FinanceOptionsBlack-ScholesMonte CarloDerivativesMath
2D · HTML5 Canvas 2D · 60 FPS target · runs fully client-side, no install