Black Scholes Option Pr Php

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...

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).

A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.


Platforms: Windows, Mac, Linux

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

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


Platforms: Matlab

This GUI accepts the various constants needed to run a Black-Scholes calculation for pricing several European options:Put, Call, Straddle, Strangle, Bull Spread, Bear Spread, ButterflyIt plots the pricing surface for the appropriate option and then runs a number of Monte Carlo simulations (d


Platforms: Matlab

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

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

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

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

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

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

Options Inspector is a tool with which you can list all the options in your database, view a certain one in detail, even its data is serialized, and alter exactly a certain part of option value. It is mainly designed for plugin developers and theme designers.When I am debugging a plugin, I always...


Platforms: PHP

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

The NVIDIA GPU Computing SDK provides hundreds of code samples, white papers, to help you get started on the path of writing software with CUDA C/C++, OpenCL or DirectCompute. The SDK code samples covers a wide range of applications and techniques, including: Simple techniques demonstrating...


Platforms: Mac

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

Three case studies: random matrix theory for estimation vs. cross-sectional model for attribution; hedging based on full-repricing instead of Black-Scholes deltas; heuristcs for best K attribution/hedging factors out NTo walk through the code and for a thorough description, seeMeucci A., "Factors...


Platforms: Matlab

XtraUpload has all the features you would expect from a file Hosting Script. Free users as well as premium users have the ability to upload files but premium users get a lot more features such as viewing files, instantly downloading files and getting the URL's of the files they have uploaded.You...


Platforms: PHP

HTTP extension for PHP allows building absolute URIs, RFC-compliant HTTP redirects, RFC-compliant HTTP date handling, parsing of HTTP headers and messages, caching by "Last-Modified" and/or ETag (with an 'on the fly' option for ETag generation from buffered output), sending data/files/streams...


Platforms: *nix

W3C-PHP is a little php-cli script that can validate a list of URLs trough the W3C validator Web site (http://validator.w3.org/) with PHP-DOM functions. Configuration: list.txt -> contain the list of url that you need to validate the URLs must start with ":" without the "http://" prefix for...


Platforms: *nix