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Pricing Option Com Mmsblog

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Released: July 10, 2012  |  Added: July 10, 2012 | Visits: 416

Mibian 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

License: Freeware Download (27): Mibian Download

Simulation of stochastic processes and parameter estimation of 1-F interest rate models Online Simulation of Brownian motion in 2d, 3d. Stock Simulation with EWMA, GARCH(1,1). One factor equilibrium interest rate model simulations, estimation and residual testing using Euler's appr. Monte Carlo option pricing with stochastic interest rates.





Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (18): Simulation of stochastic processes and parameter estimation of 1-F interest rate models Download

Added: March 26, 2013 | Visits: 222

Heston Model Calibration and Simulation This code calibrates the heston model to any dataset of the formof the marketdata.txt file.Provides analytical heston and MCMC heston pricing of OptionTo see an example, run the hestoncalibrationexample.m code


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (19): Heston Model Calibration and Simulation Download

Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 369

Stock Volatility Calculator This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change...


Platforms: Windows, Mac

License: Freeware Size: 70 KB Download (36): Stock Volatility Calculator Download

Added: May 04, 2013 | Visits: 461

Pricing Basket Option Function for pricing basket option using Monte Carlo Simulation. You can specify if you want an American option. For American options, it follows LMS algorithm. You can choose to specify Averaging date, Average Price, Average type etc. asianbasket.m and europeanbasket.m are the files for pricing....


Platforms: Matlab

License: Freeware Size: 10 KB Download (20): Pricing Basket Option Download

Added: May 11, 2013 | Visits: 284

American Call option Pricing Approximation 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.


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (19): American Call option Pricing Approximation Download

Added: June 27, 2013 | Visits: 251

American option pricing American option pricing using CRR method with tree outputImprovement: Programme runs slow as time steps (not recommended for time step>50)


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 10 KB Download (21): American option pricing Download

Added: October 24, 2006 | Visits: 4.410

Real & Strategic Option Valuation 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

License: Freeware Size: 143 KB Download (397): Real & Strategic Option Valuation Download

Released: January 01, 2011  |  Added: February 20, 2011 | Visits: 2.083

Real Option Valuation The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed...


Platforms: Windows, Mac

License: Shareware Cost: $26.00 USD Size: 151.37 KB Download (161): Real Option Valuation Download

Added: August 16, 2013 | Visits: 343

Heston Nandi Option price 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

License: Freeware Size: 10 KB Download (21): Heston Nandi Option price Download

Added: July 01, 2013 | Visits: 276

Simple option pricing GUI 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

License: Freeware Size: 20.48 KB Download (21): Simple option pricing GUI Download

Released: January 01, 2006  |  Added: May 30, 2006 | Visits: 10.601

Option Pricing Calculator 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

License: Freeware Size: 2.06 MB Download (1089): Option Pricing Calculator Download

Added: August 02, 2008 | Visits: 2.523

Option Pricing Spreadsheet 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

License: Freeware Size: 53 KB Download (409): Option Pricing Spreadsheet Download

Released: September 20, 2012  |  Added: September 20, 2012 | Visits: 389

Chicago Option Pricing Model 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

License: Freeware Size: 506.72 KB Download (34): Chicago Option Pricing Model Download

Released: April 10, 2015  |  Added: April 28, 2015 | Visits: 170

Real Options Valuation The Real Option Valuation template combines a set of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed...


Platforms: Windows, Mac, Windows 8, Windows 7

License: Shareware Cost: $26.00 USD Size: 138 KB Download (19): Real Options Valuation Download

Released: October 01, 2013  |  Added: November 17, 2013 | Visits: 4.747

FinOptions XL The Derivicom FinOptions XL analytics library is a comprehensive suite of functions with extensive cross asset derivative coverage for the financial professional. Built to support the demand of today's financial markets, FinOptions XL gives you the ultimate in accuracy and flexibility to handle...


Platforms: Windows, Windows 8, Windows 7, Windows Server

License: Shareware Cost: $499.00 USD Size: 8.69 MB Download (313): FinOptions XL Download

Released: June 16, 2008  |  Added: June 14, 2008 | Visits: 4.883

Maestro Label Designer Maestro Label Designer is versatile and practical software that enables you to create any kind of label you can think up - address labels, CD labels, round labels, shipping labels, product labels, and anything else you desire. With hundreds of templates, 12,000 clipart images, and no downloads...


Platforms: Windows, Mac, *nix

License: Demo Cost: $0.00 USD Size: 2.35 KB Download (361): Maestro Label Designer Download

Added: August 18, 2008 | Visits: 4.568

Option Calculator 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

License: Freeware Size: 500 KB Download (364): Option Calculator Download

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


Platforms: Matlab


Added: June 10, 2013 | Visits: 180

Pricing Table WordPress Pricing Table plugin will help the admin to publish pricing table on WordPress page or post content. WordPress Pricing Table plugin has full featured but easy to use administration option to create pricing table. Use simple short-code [ahm-pricing-table id=999] (999=use any table id...


Platforms: Matlab

License: Shareware Cost: $0.00 USD Size: 378.88 KB Download (18): Pricing Table Download

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