Implied

This function is to calculate the implied default probability from the DOC model. Source: Brockman and Turtle (2003).>Default probability (%)>[1] Barrier level (%)[2] Market value of the firm's assets (%)[3] Continuously compounded riskless rate of interest (%)[4] Asset volatility (%)[5] Firm's...

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...

Advanced option calculator - powerful and unique tool for option traders. Major features: calculates the fair value of put and call options; calculate implied volatility; calculate greeks (Delta, Vega, Gamma, Theta); plots Profit & Loss graph of option position; calculates probability of the...


Platforms: Windows

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

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

A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...


Platforms: Windows

This contribution allows you to: - List products (alphabetically) for selected category displaying the special price and implied discount - Add a % discount to all products in selected category - Add, change or remove a special price for an individual product in the selected category 


Platforms: Windows, *nix, PHP, BSD

A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".Highlights:* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.* Pricing exotic options using the implied trinomial tree...


Platforms: Matlab

call: function to calculate BS call pricecall_vega: BS call vega (i.e. partial derivative of call with respect to vol)Phi: normal cdfPhiPrime: normal pdfimpvol: finds vol given a call pricedemo: a script demonstrating the impvol functiond1 and d2 are auxiliary functionsNOTE: the impvol function...


Platforms: Matlab

ERYX is a flexible, fast and easy-to-use XML content management system with a whole bunch of integration opportunities for XHTML, Flash, InDesign, PDF, and any web-based software that makes excessive use of XML-files.ERYX is fully driven by a native XML database.It is written in PHP and uses...


Platforms: PHP

WP Admin Microblog adds a seperate microblog in your WordPress backend. The plugin transforms automatically urls to links, supports tagging and some bbcodes and it's possible to send a message via e-mail to other users. Now, with the new dashboard widget, you can read, respond, edit and delete...


Platforms: PHP

A very simple framework for creating permission objects and using them in authorization checks. PermissionKit - A very simple framework for creating permission objects and using them in authorization checks. Copyright (C) 2009 This program is free software: you can redistribute it and/or...


Platforms: Mac

Mxml2abc is a command line tool which converts single and multiple voice MusicXML files into ABC files. See UsingMxml2abc for help. I have used this successfully to convert over 1700 (!) Christmas carols from XML to ABC (see my ABC Carols page), but there are bound to be potential improvements...


Platforms: Mac

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. This program is distributed in the hope that it will be...


Platforms: Mac

DelayCut is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version. DelayCut is distributed in the hope that it will be useful,...


Platforms: *nix

Cloud Browser is a simple web-based object browser for cloud-based blob datastores. Just add as an application to a Django project, add some settings, and you'll be able to browse cloud containers and implied subdirectories, as well as view / download objects.


Platforms: *nix

Enter stock symbol or select from drop down list of all optionable stocks - one click generates complete option chain from internet. Program calculates fair value, implied volatility, Greeks and percent to double values. Chain can be sorted by various criteria.

"Chinese children are made to learn (proverbs and maxims)by heart, and ordinary grown-up Chinamen may be almost said to think in proverbs." Professor Herbert A. Giles, 1892. This quote from Herbert A. Giles (he compiled the first exhaustive Chinese-English dictionary in 1892) aptly describes the...


Platforms: Windows

Provides complete stock option chains from Internet, calculates all standard option values including Theoretical Value, Percent to Double, Implied Volatility, the Greeks, Historical Volatility. Allows for easy building of option strategy by pointing and clicking on individual contracts from the...


Platforms: Windows

The latest version of Alessandro Blasi’s famous CONTASCATTI Desktop Phone Meter program. This freeware program – which requires online registration and activation for purely statistical purposes - monitors and displays PTSN, IDSN and ADSL internet connection charges on your computer desktop...


Platforms: Windows