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Option Pricing Models freeware
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Option Pricing Models

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Released: January 01, 2006  |  Added: May 30, 2006 | Visits: 10.633

Option Pricing Calculator This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. Calculator can use three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price Platforms: Windows

License: Freeware Size: 2.06 MB Download (1089): Option Pricing Calculator Download

Added: October 24, 2006 | Visits: 4.455

Real & Strategic Option Valuation The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed the hurdle rate.... Platforms: Windows

License: Freeware Size: 143 KB Download (397): Real & Strategic Option Valuation Download

Added: August 02, 2008 | Visits: 2.547

Option Pricing Spreadsheet This free option pricing spreadsheet will calculate the theoretical price and all of the option greeks for European call and put options. Users can also enter up to 10 different stock/option combinations and view the combined payoff graph. The code used for the theoretical models is fully... Platforms: Windows

License: Freeware Size: 53 KB Download (409): Option Pricing Spreadsheet Download

Released: September 20, 2012  |  Added: September 20, 2012 | Visits: 409

Chicago Option Pricing Model A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory. Platforms: Windows, Mac, Linux

License: Freeware Size: 506.72 KB Download (34): Chicago Option Pricing Model Download

Added: August 16, 2013 | Visits: 360

Heston Nandi Option price this function calculates the price of Call option based on the GARCH option pricing formula of Heston and Nandi(2000). The input to the function are: current price of the underlying asset, strike price, unconditional variance of the underlying asset, time to maturity in days, and daily risk free... Platforms: Matlab

License: Freeware Size: 10 KB Download (21): Heston Nandi Option price Download

Released: July 10, 2012  |  Added: July 10, 2012 | Visits: 430

Mibian Mibian is a Python library designed to compute the price of an option. You can use it to calculate the price, the volatility or the delta of an option using the following pricing models: · Garman-Kohlhagen · Black-Scholes Platforms: Windows

License: Freeware Download (27): Mibian Download

Added: August 18, 2008 | Visits: 4.594

Option Calculator Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put). Platforms: Windows

License: Freeware Size: 500 KB Download (364): Option Calculator Download

Added: August 23, 2008 | Visits: 970

EMS Data Comparer 2005 for InterBase/Firebird Option Pricing Spreadsheet will calculate the theoretical price and all of the option greeks for European call and put options. You can also enter up to 10 option/stock leg combinations and view the combined payoff chart. Platforms: Windows

License: Freeware Size: 53 KB Download (83): EMS Data Comparer 2005 for InterBase/Firebird Download

Added: August 04, 2008 | Visits: 1.323

SQL Examiner 2008 Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put). Platforms: Windows

License: Freeware Size: 500 KB Download (156): SQL Examiner 2008 Download

Added: June 10, 2013 | Visits: 334

Monte Carlo simulations using MATLAB This set of files show some of the principles of Monte Carlo simulations, applied in the financial industry. this is the content of the web seminar called "Simulations de Monte Carlo en MATLAB".The slides are in French and a copy in English is also availableYou will find here :* how to code your... Platforms: Matlab

License: Freeware Size: 399.36 KB Download (23): Monte Carlo simulations using MATLAB Download

Released: March 20, 2014  |  Added: March 20, 2014 | Visits: 94

CDN Utilities This utility allows you to easily convert between transfer based pricing models and speed based pricing models used in CDN services. The user is able to control the number of days per month, average to 95th percentile ratio and the factor for 2 to the 10 (1000 or 1024). Requirements: iOS 4.3 or... Platforms: iOS

License: Freeware Size: 102.4 KB Download (7): CDN Utilities Download

Added: July 01, 2013 | Visits: 294

Simple option pricing GUI This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d Platforms: Matlab

License: Freeware Size: 20.48 KB Download (21): Simple option pricing GUI Download

Asian Option - Pricing using Monte Carlo Control Variate Method An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate Platforms: Matlab


Added: September 05, 2013 | Visits: 231

An Example of Markov Chain and multinominal option pricing As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this... Platforms: Matlab

License: Freeware Size: 358.4 KB Download (19): An Example of Markov Chain and multinominal option pricing Download

Added: May 30, 2006 | Visits: 9.183

Option Trading Workbook Option pricing spreadsheet that calculates the theoretical price and all of the Option Greeks for European Call and Put options. The spreadsheet also allows the user to enter up to 10 option legs for option strategy combination pricing. The calculations are made in Visual Basic and all of the... Platforms: Windows

License: Freeware Size: 54 KB Download (664): Option Trading Workbook Download

Added: October 24, 2010 | Visits: 770

pmacct pmacct is a small set of passive network monitoring tools to measure, account and aggregate IPv4 and IPv6 traffic; aggregation revolves around the key concept of primitives (VLAN id, source and destination MAC addresses, hosts, networks, AS numbers, ports, IP protocol and ToS/DSCP field are... Platforms: *nix

License: Freeware Size: 296.96 KB Download (75): pmacct Download

Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 385

Stock Volatility Calculator This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change... Platforms: Windows, Mac

License: Freeware Size: 70 KB Download (36): Stock Volatility Calculator Download

Added: July 04, 2013 | Visits: 241

Log-Uniform Jump-Diffusion Model JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the... Platforms: Matlab

License: Freeware Size: 10 KB Download (18): Log-Uniform Jump-Diffusion Model Download

Added: August 25, 2013 | Visits: 419

Maian Cart for Shopping Carts Maian Cart is a full featured shopping cart made in PHP.Script Features:- Easy to install Paypal shopping cart.- Fully functioning shopping cart with update and remove functions.- Group products into categories.- Assign gift certificates for product discounts.- Specify expiry date for gift... Platforms: PHP

License: Freeware Size: 1.63 MB Download (21): Maian Cart for Shopping Carts Download

Added: December 02, 2013 | Visits: 260

GPU Computing SDK The NVIDIA GPU Computing SDK provides hundreds of code samples, white papers, to help you get started on the path of writing software with CUDA C/C++, OpenCL or DirectCompute. The SDK code samples covers a wide range of applications and techniques, including: Simple techniques demonstrating... Platforms: Mac

License: Freeware Size: 138.73 MB Download (18): GPU Computing SDK Download

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