What can QuantCalc do for you?
QuantCalc is a website that specializes in calibration, arbitrage and derivative pricing solutions. It is web-based service providing valuations, calibrations, arbitrage detections. In QuantCalc users can input their parameters to calculate the derivative price. In some calculators, QuantCalc can even collect the market data automatically, and price or calibrate with market data. The calculators are categorized by purposes on the top of the website and by methods and markets on the right hand side.The latest feature
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)
Methods Menu
Derivatives Markets
- Stock Options
Including Exotic Options - Interest Rate Derivatives
Short Rate Model - Credit Derivatives
structural Models and Reduced Models
