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.
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0.00 
Freeware
0K
Windows Vista 
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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Download Fat Tail Option Calculator 1.0
Download Fat Tail Option Calculator 1.0
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