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Fat Tail Option Calculator 1.0

  Date Added: August 11, 2008  |  Visits: 1.437

Fat Tail Option Calculator

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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 account the existence of crash events. The Fat Tail Option Calculator is available as a stand-alone application or as an Add-in to MS Excel.

Requirements: No special requirements
Platforms: Windows 98, Windows Me, Windows NT 4.x, Windows 2000, Windows XP
Keyword: Arbitrage Black Scholes Capital Markets Option Calculator Spread Volatility Winamp
Users rating: 0/10

License: Freeware Size: 2 MB
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