Live numerical experiments — closed-form Black-Scholes, Gatheral SVI smiles, GBM Monte Carlo, and stochastic backtests. Drag any slider; the math recomputes in your browser.
Stress a stylized equity-options strategy and watch expected return, drawdown risk, payoff convexity, and the efficient frontier respond in real time.
European call/put pricer with the full Greek surface. All five Greeks recompute on every slider tick using closed-form Black-Scholes-Merton with continuous dividend yield.
Raw SVI parametric curves: w(k) = a + b·(ρ(k−m) + √((k−m)² + σ²)). Three expiries share parameters; IV(k,T) = √(w/T).
Exact log-Euler GBM with seedable PRNG. Path overlay shows 50 sample trajectories; histogram and risk metrics use the full ensemble.
Synthetic daily-bar strategy with adjustable hit rate and volatility. Equity curve, drawdown underwater, and the standard risk-adjusted return statistics recompute deterministically from the seed.