Fat Tail Option Calculator 1.0

Fat Tail Option Calculator 1.0 Screenshot The Fat Tail Option calculator application makes use of Stable Distributions to estimate the theoretical value of European options.

Developer:   Economymodels.com
      software by Economymodels.com →
Price:  0.00
License:   Freeware
File size:   0K
Language:   
OS:   Windows Vista (?)
Rating:   0 /5 (0 votes)

The Fat Tail Option calculator application 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.

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Fat Tail Option Calculator 1.0 screenshot


Download Fat Tail Option Calculator 1.0

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