Black-Scholes MCP ServerServer

walkingshamrock
GitHub
FinanceOptions PricingGreeks Calculation

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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