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  Joined on Apr 3, 2015

4 projects


Last released on Apr 13, 2017

Pure python implementation of Peter Jaeckel's LetsBeRational.


Last released on Apr 10, 2017


Last released on May 17, 2016



Last released on Apr 3, 2015

Peter Jäckel's LetsBeRational is an extremely fast and accurate method for obtaining Black's implied volatility from option prices with as little as two iterations to maximum attainable precision on standard(64 bit floating point) hardware for all possible inputs.

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