QuantCalc the calculator for all quants

What can QuantCalc do for you?

QuantCalc helps you price derivatives, calibrate quantitative models, and explore practical risk analytics from a single web interface. You can test market scenarios with flexible inputs, compare methods side by side, and access pricing, calibration, and research tools organized by product type and technique.

The latest feature

Lookback Call Option Pricer with MLMC (Jan 2, 2026)

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)