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Option Pricing Models software
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Option Pricing Models

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Added: June 27, 2013 | Visits: 251

American option pricing American option pricing using CRR method with tree outputImprovement: Programme runs slow as time steps (not recommended for time step>50)



Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (21): American option pricing Download

Released: April 10, 2015  |  Added: April 28, 2015 | Visits: 170

Real Options Valuation The Real Option Valuation template combines a set of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed...





Platforms: Windows, Mac, Windows 8, Windows 7

License: Shareware Cost: $26.00 USD Size: 138 KB Download (19): Real Options Valuation Download

Released: January 01, 2006  |  Added: May 30, 2006 | Visits: 10.601

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: 4.409

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: 2.523

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: 389

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

Released: January 01, 2011  |  Added: February 20, 2011 | Visits: 2.082

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


Platforms: Windows, Mac

License: Shareware Cost: $26.00 USD Size: 151.37 KB Download (161): Real Option Valuation Download

Added: August 16, 2013 | Visits: 343

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: 416

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 20, 2008 | Visits: 4.347

OptDrvr - Options Calculator OptDrvr is an Excel addin providing the user with pricing models to evaluate options which are American or European, calls or puts with or without dividend details. The calculator can determine option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. Option models include...


Platforms: Windows

License: Shareware Cost: $95.00 USD Size: 52 KB Download (150): OptDrvr - Options Calculator Download

Added: August 18, 2008 | Visits: 4.567

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

Released: October 14, 2012  |  Added: October 14, 2012 | Visits: 212

Optionsinsight Optionsinsight is a modeling program that calculates pricing models for options traders. Use the program to find modeled pricing on complex spreads and display them in 3D. Create spread portfolios and map out the pricing over any price or time. Option spreads have never been easier. Check out our...


Platforms: Mac

License: Commercial Cost: $24.99 USD Size: 819.2 KB Download (27): Optionsinsight Download

Added: August 31, 2013 | Visits: 188

Using MATLAB to Develop Asset-Pricing Models A .zip file contains MATLAB scripts and data that were used in the webinar "Using MATLAB to Develop Asset-Pricing Models". The slides from the webinar are also included. The scripts examine the Fama & French model for a number of companies with recent IPOs to examine short-term pricing anomalies...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 2.18 MB Download (20): Using MATLAB to Develop Asset-Pricing Models Download

Added: August 06, 2006 | Visits: 3.089

Visual Stock Options Visual Stock Options Analyzer is a powerful analysis tool for development, testing, and application of stock and options strategies. Its easy-to-use interface allows you to test new strategies, manage a growing portfolio, and explore "what-if" scenarios with ease. VOptions versatility and power...


Platforms: Windows

License: Shareware Cost: $59.95 USD Size: 2.65 MB Download (214): Visual Stock Options Download

Added: August 23, 2008 | Visits: 959

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: 1.303

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

Released: August 11, 2012  |  Added: August 11, 2012 | Visits: 326

Visual Options Analyzer Visual Stock Options Analyzer (VOptions) is a powerful analysis tool for development, testing, and application of stock and options strategies. Its easy-to-use interface allows you to test new strategies, manage a growing portfolio, and explore "what-if" scenarios with ease. VOptions versatility...


Platforms: Windows

License: Shareware Cost: $69.95 USD Size: 5.84 MB Download (28): Visual Options Analyzer Download

Added: June 10, 2013 | Visits: 320

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

Added: May 18, 2013 | Visits: 192

PlotMeTheGreeks A useful tool built to help the user gain an intuitive feel for option pricing and the greeks.Allows the user to create a portfolio of options (and thus straddles, strangles, butterflies and anything else you fancy can be easily created using the GUI).Once this is done, the user can plot the...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 20.48 KB Download (18): PlotMeTheGreeks Download

Released: March 20, 2014  |  Added: March 20, 2014 | Visits: 86

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

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