Covered Call Option

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.

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...


Platforms: Matlab

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

Since the interest rate are not constant so the Bond price is also fluctuate according to interest rate. This program find the short-rate Dynamics of Interest rate and accordingly Bond price, form where we can find the put/call option price.


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

Call Corder records telephone conversations directly to your hard disk with a single push of button, optionally playing a legal disclaimer before recording (ideal for use in business environment). It stores calls as standard Windows sound files, adding a memo to allow fast and easy call...


Platforms: Windows

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

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

Skype Call Recorder is a reliable and practical Skype call recorder. It is an excellent application program to Skype. As a Skype recorder, it well compensates the shortcomings of skype and the interface of humanization can help you better administrate the functions of Skype. It will be...


Platforms: Windows

3herosoft iPhone Call List to Computer Transfer is the best iPhone Call List transfer software which can transfer Call List, Music, Video, Podcast, TV Show from iPhone to Computer for backup in case your Call List or multimedia files are lost or damaged. What's more, 3herosoft iPhone Call...


Platforms: Windows

Skype Call Recorder is a reliable and practical Skype call recorder. It is an excellent application program to Skype. As a Skype recorder, it well compensates the shortcomings of skype and the interface of humanization can help you better administrate the functions of Skype. It will be...


Platforms: Windows

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

Quorum is software which runs as a phone conference server on any Windows PC. Callers dial into the server to join telephone conferences. Callers can connect to a conference call using either standard or VoIP lines on external telephone numbers or through an office phone system. The number of...


Platforms: Windows, Windows 8, Windows 7