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Binomial Option Pricing Option Com Chronocontact software
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Binomial Option Pricing Option Com Chronocontact

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Added: June 27, 2013 | Visits: 284

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

Added: October 24, 2006 | Visits: 4.509

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

Released: January 01, 2006  |  Added: May 30, 2006 | Visits: 10.674

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: August 02, 2008 | Visits: 2.570

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: 432

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: 2.166

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

Released: April 10, 2015  |  Added: April 28, 2015 | Visits: 207

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

Added: August 16, 2013 | Visits: 377

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 (23): Heston Nandi Option price Download

Added: August 18, 2008 | Visits: 4.625

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: July 10, 2012  |  Added: July 10, 2012 | Visits: 447

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 23, 2008 | Visits: 988

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: 1.346

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: 358

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: 225

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 (19): PlotMeTheGreeks Download

Simulation of stochastic processes and parameter estimation of 1-F interest rate models Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates. Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Simulation of stochastic processes and parameter estimation of 1-F interest rate models Download

Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 403

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 (37): Stock Volatility Calculator Download

Added: May 11, 2013 | Visits: 333

American Call option Pricing Approximation Here is the code for the pricing of an american call option with one dividend. This is the Roll, Geske,Whaley approximation of an AMerican call with one dividend. This code makes use of Bivariate normal distribution and normal distribution. More pricing options would be followed soon. Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (19): American Call option Pricing Approximation Download

Added: July 01, 2013 | Visits: 315

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

Released: October 01, 2013  |  Added: November 17, 2013 | Visits: 4.793

FinOptions XL The Derivicom FinOptions XL analytics library is a comprehensive suite of functions with extensive cross asset derivative coverage for the financial professional. Built to support the demand of today's financial markets, FinOptions XL gives you the ultimate in accuracy and flexibility to handle... Platforms: Windows, Windows 8, Windows 7, Windows Server

License: Shareware Cost: $499.00 USD Size: 8.69 MB Download (313): FinOptions XL 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


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