Covered Call Option

An example to price an Arithmetic Average fixed strike Call option in the Black-Scholes framework using Monte Carlo Control Variate

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...

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

AWDN(2003)introduce a powerful numerical skill (QUAD) to price universal options. In this code, I just price a E


Platforms: Matlab

fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...


Platforms: Matlab

cellity worldCALL ? Talk global, pay local. Wherever you are, wherever you call ? with worldCALL expensive long-distance mobile calls are history. You don?t even have to change your provider or your SIM-Card. Call the world at low costs, whether you call Africa, Asia, North America or Europe,...


Platforms: Windows

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

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

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

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

Call Of Duty 2 Linux Multiplayer Server Code is a COD2 linux server. !! IMPORTANT !! Call of Duty 2 Linux Server is NOT SUPPORTED by Activision Customer Support. Please do not call with any questions related to this free beta product. There are other channels to aid you listed at the bottom...


Platforms: *nix

This is a web application to calculate and plot Black-Scholes option value using MATLAB algorithms. These algorithms are built into Java .jar files using MATLAB Builder for Java. The code shows how to call these algorithms from the Java web application, which runs within Apache's Tomcat servlet...


Platforms: Matlab

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

Program replaces standard unuseful Windows' screensaver. When call is received, program will ring through sound card, show name and number and log a call. Besides that, program will show current day and time on a screen.


Platforms: Windows

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

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

Don't waste time or money on your call center schedules. Too much staff and expenses get out of control. To few staff and your customers get mad because of the long waiting queues. Bringing your call center at full capacity while maintaining the desired service levels is a cornerstone of your...


Platforms: Windows

Call of Combat is a 3d online, multiplayer, wargame where you control an infantry squad in WWII. Free real-time multiplayer squad based WW2 infantry simulation. Play as Axis or Allies on over 50 user submitted battlefields controlling your squad of 4 soldiers and working with up to 30 other...


Platforms: *nix

Python Call Graph (pycallgraph) is a Python library that creates call graphs for Python programs pycallgraph is quite new. It seems to work well and I will most likely improve it in the near future!. Gravit is a free gravity simulator.


Platforms: *nix

RPyC stands for Remote Python Call, a pun over remote procedure call. It is completely transparent and symmetrical. It is inspired by the work of eyal lotem (pybuild.sf.net) on pyinvoke, and was made for two purposes: Learning the lowlevel of the python language attempting to improve pyinvoke...


Platforms: *nix