Released: February 08, 2012
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Added: August 14, 2012 | Visits: 1.393
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
Added: July 07, 2013 | Visits: 534
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
Released: July 10, 2012
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Added: July 10, 2012 | Visits: 638
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
Windows Software
Albina Merfyn - I find this to be really easy to use. I can...
