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💡 Description
This project provides a Model Context Protocol (MCP) server using the Black-Scholes model to calculate the prices and Greeks of European options.
📝 JSON Entries
{
"mcpServers": [
{
"black-scholes-mcp": {
"env": {
"claude_desktop_config.json": "configuration"
},
"args": [],
"command": "uv run mcp install main.py"
}
}
]
}🛠️ Tools
uvpython
⚡ Features
- Calculate the Black-Scholes price of European call and put options
- Calculate option Greeks and higher-order Greeks