Fat Tail Option Calculator 1.0
The Fat Tail Option calculator application makes use of Stable Distributions to estimate the theoretical value of European options.
|
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.
tags
Download Fat Tail Option Calculator 1.0
Download Fat Tail Option Calculator 1.0
Similar software
Fat Tail Option Calculator 1.0
Economymodels.com
The Fat Tail Option calculator application makes use of Stable Distributions to estimate the theoretical value of European options.
Option Trading Workbook
Option Trading Tips
Option Trading Workbook is a spreadsheet that helps you calculate the fair value and greeks for call and put options.
SigmaFit 2.0
Scinance Analytics
SigmaFit application is based on the author's novel exact solutions (YM_SV) of the Stochastic Volatility (SV) Option Problems.
Free Option Calculator 1.42
TraderSoft
Free Option Calculator was designed as a free solution for option traders.
Real Option Valuation 2.1
Excel Business Tools
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.
Numerical Searching Methods and Option Pricing 3.0
Excel Business Solutions Int'l Corp.
Excel VBA Models Open Source Code Learning Tool - Numerical Methods and Option Pricing Set Contains topics in applying different numerical searching methods to solve math equations and implied volatility from option pricing models.
Option Pricing Calculator 1.0.0
OTrader Software
Option Pricing Calculator is a free and useful option pricing calculator that can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility.
Stock Options Secrets 3.4
Kjell Hasthi
Stock Options Secrets - overpricing/underpricing option calculator.
OptionTools 2.18
theGRAFster
OptionTools is a security option modeling application.
Capital and Interest Calculator 1.0
Michael J Alexander
This new and improved mortgage calculator now supports capital and interest mortgages.