A simple equity options pricer for European style no dividend calls and puts using your own inputs. Alternatively enter a ticker and let the market data calibrator fill in pricing parameters. Solve for the option value or implied volatility. The pricer also calculates option sensitivities (Greeks).
jwdevg1.blogspot.com
VERSION HISTORY
- Version 1.0.2 posted on 2009-05-26
Several fixes and updates - Version 1.0.2 posted on 2009-05-25
Program Details
- Category: Business > Accounting & Finance
- Publisher: Jesse Wu
- License: Free
- Price: N/A
- Version: 1.0.2
- Platform: android