QuantCalc the calculator for all quants

What can QuantCalc do for you?

QuantCalc is a web-based solution for derivative pricing, model calibration, and arbitrage detection. The platform supports custom parameter inputs and features an organized layout, grouping calculators by purpose, method, and market for easy access.

The latest feature

American Option Price with Bjerksund and Stensland 2022 (Nov 30, 2025)

American Option Price with Barone-Adesi and Whaley (Nov 26, 2025)

Black-Scholes Option Price with Greeks (Nov 18, 2025)

Rainbow Call Option Price (option on the minimum) (March 17, 2025)

Credit Default Swap by Given Hazard Rates(Jul 20, 2024)