Option Volatility
Closed Form Option Pricer for Jump Diffusion Processes
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Closed Form Option Pricer for Jump Diffusion Processes Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing....
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (54): Pricing Basket Option Download |
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 (43): American Call option Pricing Approximation Download |
In this demo, the price V of an American option is considered as afunction of the stock value S and time t, i.e. V = V(S,t). The financialparameters like strike, volatility, etc. (a complete list is given below)are assumed to be constants. The demo computes the option price for arange of discrete...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): American Option Prices and the Optimal Exercise Boundary Download |
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 (56): American option pricing Download |
It connects and retrieves data from the Yahoo! finance service.The program uses daily closing prices in the calculations.If not specified, the program defaults to N=20 previous trading days.The user may supply either a single ticker symbol or a cell array of ticker symbols.Using the supplied N,...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Historical Volatility Script Download |
This module adds a new node option Premium content along with core publishing options (Published, Promoted to front page, Sticky at top of lists).When a node is published as premium content, only users with proper privileges may view the full content of the node.Non-premium users can still access...
Platforms: PHP
License: Freeware | Size: 10 KB | Download (43): Node Option Premium Download |
Binary Options Robot Software to trade automatically the Binary Options to trade automatically the Binary Options Online.
Binary Option Robot will analyse the trend of the market in real-time and will call or put at your place on the right currencies and at the right moment.
Based on...
Platforms: Windows, Mac, Windows 7
License: Freeware | Size: 13.9 MB | Download (136): Binary Option Robot Download |
The Security Option is an optional add-on to the DDP Player OEM that adds the following features: 1) your client will be able to open only YOUR DDP images, no 3rd party ones allowed 2) you can optionally encrypt the DDP image so only your client can decrypt it with his copy of the DDP Player...
Platforms: Mac
License: Shareware | Cost: $0.00 USD | Size: 2.19 MB | Download (31): Sonoris Security Option Download |
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.
License: Shareware | Cost: $20.00 USD | Size: 9.52 MB | Download (411): Option Quoter Download |
Easily compare stock or option transactions for various time periods and various investments.Input transaction information such as purchase and sale (or execution) dates, prices, etc.. Gives actual profit from the transaction and the potential loss. Also gives annualized profit, in dollars and as...
Platforms: Windows
License: Shareware | Cost: $25.00 USD | Size: 486 KB | Download (107): Option Profit Calculator Download |
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 (445): Option Pricing Spreadsheet Download |
Prime Option is used to measure what is important and to select the best option. It can be used to choose products, software, development options, shares, funds, staff, features and design points. It can also be used to measure judgments, importance, risk, compliance, governance and requirements...
Platforms: Windows
License: Demo | Cost: $195.00 USD | Size: 318 KB | Download (525): Prime Option Download |
The Fat Tail Option calculator makes use of Stable Distributions to estimate the theoretical value of European options. This provides a richer method with a better fit to real data and real capital market behavior than the common Black-Scholes formula. Especially, it can be used to take into...
Platforms: Windows
License: Freeware | Size: 2 MB | Download (187): Fat Tail Option Calculator Download |
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 (180): SQL Examiner 2008 Download |
Option Impacts Analysis analyzes preferences shares from survey data. It applies when you want to determine the preference structure and flows between options to show from which other options each option immediately draws its share. The program will analyze from three to 30 options. Relevant...
Platforms: Windows
License: Freeware | Size: 316.37 KB | Download (100): Option Impacts Analysis Download |
PCL Tool SDK 64-bit - Option V. captures and converts COMPLEX PCL into raster/vector PDF or PDF/A formats, or raster XPS format while extracting text. Option V. Includes: PCLCodes, Img2PDF, Img2XPS, PCLXForm, ImgCvt, Filter, TNXDump and PCLTool and other valuable utilities. PCL Tool SDK is the...
Platforms: Windows
License: Shareware | Cost: $695.00 USD | Size: 18.52 MB | Download (52): PCL to PDF - Option V 64-bit/64-bit .NET Download |
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 (45): Mibian Download |
Gold Binary Option System BB 12 for the binary options trading system based on expansion and contraction of price movement in combination with Price breakouts. This duel action has enabled consistent capture of profits of binary options system results as seen on our track record below.Now this...
Platforms: Windows
License: Shareware | Cost: $1497.77 USD | Size: 3 KB | Download (50): Gold Binary Option System BB 2 Download |