![]() updated 1 month ago |
Fast Matrixwise Black-Scholes Implied Volatility Calculates Black-Scholes Implied Volatility for Full Surface at High Speed |
1 Comment 23 Downloads (30 Days) |
![]() updated 3 months ago |
Corrado and Su (1996) European Option Prices Compute European put and call option prices using the Corrado and Su (1996) model. |
0 Comments 17 Downloads (30 Days) |
![]() updated 1 year ago |
Analytical Approximation of American Put option derived by G. BARONE-ADESI and R. E. WHALEY 1987. This computes an approximation of American Put option value and can plot it against asset's price |
0 Comments 3 Downloads (30 Days) |
![]() updated 3 years ago |
Compute European call option price using the Heston model and a conditional Monte-Carlo method |
1 Comment 16 Downloads (30 Days) |
![]() updated 4 years ago |
Compute and Plot Volatility Surfaces from Market Prices |
7 Comments 20 Downloads (30 Days) |
![]() updated 4 years ago |
Plot in 3 dimensions the Greeks under the Black-Scholes model for a European call |
0 Comments 10 Downloads (30 Days) |
![]() updated almost 5 years ago |
A GUI that presents the results of a Black-Scholes and a Monte Carlo European option pricer optPriceVal(type, Price, Strike, Rate, Time, Vol, Yield, ... |
1 Comment 2 Downloads (30 Days) |
![]() updated 9 years ago |
Demo of an option pricing tool |
0 Comments 5 Downloads (30 Days) |