Calculate the price of call or put options using the Black-Scholes model by inputting asset price, strike price, time to expiration, risk-free rate, and volatility.
Calculate option prices using the Black-Scholes model for financial analysis. Input asset price, strike price, time to expiration, risk-free rate, and volatility to determine call or put option values.
Calculate Black-Scholes option Greeks such as Delta, Gamma, Theta, Vega, and Rho using asset price, strike price, time to expiration, risk-free rate, and volatility for call or put options.
Create custom images from text prompts using Black Forest Lab's FLUX model. Adjust dimensions, enhance details with upsampling, control content moderation, and ensure reproducibility with seed options in the FLUX Image Generator MCP Server.
Generate comprehensive black oil PVT tables for reservoir simulation and analysis, calculating key properties like solution gas-oil ratio, formation volume factor, and viscosity across pressure ranges.
Enables calculation of European option prices and Greeks (like Delta, Vega, Theta) using the Black-Scholes model through a Model Context Protocol implementation.
Enables access to Australian real estate data through the Realty In Au API, supporting property listings, agent/agency information, property details, school lookups, and property search with various filters.