The Lab · all instruments live, no mocks

Models you can poke.
They poke back politely.

Nine instruments, all running in your browser with real math. The agent has its own office now: skgpt. If a number looks wrong, you have found either a bug or a career in model validation.

tip: want to talk instead of compute? skgpt has its own page now

LOADING pricing in the latest information…

01 black-scholes engine est. 1973, still undefeated

Spot (S)

Strike (K)

Time (yrs)

Vol (σ, %)

Rate (r, %)

Type

Fair value

$0.00

–

Delta

–

Gamma

–

Vega

–

Theta/day

–

Rho

Pricing options since 1973. Pricing my life choices since 1996.

02 monte carlo · 1,000 paths geometric brownian motion, organic free-range randomness

Start value ($)

Drift (μ, %/yr)

Vol (σ, %/yr)

Horizon (yrs)

Mean terminal–

P5 / P95 –

VaR (95%)–

Expected shortfall–

P(profit)–

Regret factor*–

*Regret factor: how the best path will make you feel about the path you actually got. Not a recognized risk measure. Should be.

03 the efficient frontier · risk for sale 2,500 random portfolios, one of them is technically optimal

risk-free rate · r_f = 2.00%

MAX SHARPE

MIN VARIANCE

assets: equities, bonds, gold, crypto. correlations included, free of charge.

04 value at risk · tail risks, quantified how much can you lose, with what confidence, by when

portfolio value

annual vol · 15%

horizon

1d 10d 1m

confidence

90% 95% 99%

05 dcf valuation · terminal value is doing all the work five years of forecasts and one very load-bearing perpetuity

free cash flow, year 1 ($M)

growth, years 1-5 · 10%

wacc · 10%

terminal growth · 3%

enterprise value

sensitivity: wacc rows, terminal growth columns

06 tiny neural net · gradient descent, live 321 parameters fighting a sine wave in real time

07 option payoff builder up to four legs, premiums priced by black-scholes, consequences included

08 binomial tree pricer cox-ross-rubinstein, converging toward black-scholes one step at a time

steps (n) · 10

strike (K) · 100

vol (σ) · 20%

binomial price–

black-scholes–

difference–

09 stochastic process zoo three processes, one noise stream, zero guarantees

S=100 · T=2y · 504 steps · dt=1/252