Methods to calculate sensitivities of financial option
prices for European and Asian and American options in the Black Scholes model. Classical
formulas are implemented for European options in the Black Scholes Model, as
is presented in Hull, J. C. (2017). Options, Futures, and Other Derivatives,
Global Edition (9th Edition). Pearson. In the case of Asian options, Malliavin
Monte Carlo Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2016).
European and Asian Greeks for exponential Lévy processes. <arXiv:1603.00920>.
For American options, the Binomial Tree Method is implemented, see also as
is presented in Hull, J. C. (2017).

Methods to calculate sensitivities of financial option prices for
European, Asian, American and Digital Options options in the Black Scholes
model. Classical formulas are implemented for European options in the Black
Scholes Model, as is presented in Hull, J. C. (2017). Options, Futures, and
Other Derivatives, Global Edition (9th Edition). Pearson. In the case of Asian
options, Malliavin Monte Carlo Greeks are implemented, see Hudde, A. &
Rüschendorf, L. (2016). European and Asian Greeks for exponential Lévy
processes. <arXiv:1603.00920>.
For American options, the Binomial Tree Method is implemented, as is presented
in Hull, J. C. (2017).

Methods to calculate sensitivities of financial option prices for
European, Asian, American and Digital Options options in the Black Scholes
model, and in more general jump diffusion models. Classical formulas are
implemented for European options in the Black Scholes Model, as is presented in
Hull, J. C. (2017). Options, Futures, and Other Derivatives, Global Edition
(9th Edition). Pearson. In the case of Asian options, Malliavin Monte Carlo
Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2016). European and
Asian Greeks for exponential Lévy processes. <arXiv:1603.00920>.
For American options, the Binomial Tree Method is implemented, as is presented
in Hull, J. C. (2017).

Sensitivities of Prices of Financial Options and Implied
Volatilites
Methods to compute sensitivities of financial option prices for
European, Asian, American and Digital options in the Black Scholes model, and
in more general jump diffusion models. Furthermore, methods to compute implied
volatilities are provided for a wide range of option types and custom payoff
functions. Classical formulas are implemented for European options in the Black
Scholes Model, as is presented in Hull, J. C. (2017). Options, Futures, and
Other Derivatives, Global Edition (9th Edition). Pearson. In the case of Asian
options, Malliavin Monte Carlo Greeks are implemented, see Hudde, A. &
Rüschendorf, L. (2016). European and Asian Greeks for exponential Lévy
processes. <arXiv:1603.00920>. For American options, the Binomial Tree Method
is implemented, as is presented in Hull, J. C. (2017).