QuantCalc the calculator for all quants

What can QuantCalc do for you?

QuantCalc is a web-based solution for derivative pricing, model calibration, and Paper 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

Optimal Variance Reduction via Multilevel Monte Carlo (MLMC) Methods (Dec 19, 2025)

The James-Stein Shrinkage (Dec 11, 2025)

Skew Stickiness Ratio (Dec 10, 2025)

Auto Encoding Risk Neutral Model Step by Step Explanation (Dec 9, 2025)

Rough Heston model (Dec 6, 2025)

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)