{"name":"fl03-finance-skills-finance","owner":{"name":"ClaudePluginHub"},"plugins":[{"name":"fl03-finance-skills-finance","source":{"source":"github","repo":"fl03/claude"},"description":"Research-grade quantitative finance. PhD-level toolkit covering stochastic calculus, derivative pricing (Black-Scholes + Greeks, Heston, Merton jump-diffusion, American options), risk metrics (VaR/CVaR/Sharpe/Sortino/Calmar), portfolio theory, term-structure models, Monte Carlo with variance reduction, and backtesting. Grounded against Hull / Bjork / Wilmott / Glasserman.","version":"5.1.0","strict":false,"keywords":[],"category":"testing"}]}