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Black Scholes Option Price freeware
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Black Scholes Option Price

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Added: June 17, 2013 | Visits: 317

Black-Scholes Option Value Web Application - Java/Tomcat This is a web application to calculate and plot Black-Scholes option value using MATLAB algorithms. These algorithms are built into Java .jar files using MATLAB Builder for Java. The code shows how to call these algorithms from the Java web application, which runs within Apache's Tomcat servlet...



Platforms: Matlab

License: Freeware Size: 30.72 KB Download (21): Black-Scholes Option Value Web Application - Java/Tomcat 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

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

Added: August 04, 2008 | Visits: 1.303

SQL Examiner 2008 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 (156): SQL Examiner 2008 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

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


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

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: February 08, 2012  |  Added: August 14, 2012 | Visits: 1.001

OptionMatrix 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

License: Freeware Size: 6.3 MB Download (96): OptionMatrix Download

Added: April 23, 2013 | Visits: 230

Heston Option Pricer Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...


Platforms: Matlab

License: Freeware Size: 92.16 KB Download (18): Heston Option Pricer 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

Added: August 11, 2008 | Visits: 1.439

Fat Tail Option Calculator The Fat Tail Option calculator 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...


Platforms: Windows

License: Freeware Size: 2 MB Download (164): Fat Tail Option Calculator Download

Added: July 04, 2013 | Visits: 219

Log-Uniform Jump-Diffusion Model JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): Log-Uniform Jump-Diffusion Model Download

Released: October 01, 2012  |  Added: October 01, 2012 | Visits: 372

OptionMatrix for Linux A real-time generalized financial derivatives calculator supporting over 86 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: Linux

License: Freeware Size: 721 KB Download (27): OptionMatrix for Linux Download

Added: May 10, 2013 | Visits: 213

World Zones ADDED IN THIS VERSION:-†Added the choise to select the worldzones by weight or by price (note the data in modules/shipping/worldzones.php is set for option price, adjust at your needs.)-†renamed the shipping class to 'worldzones' to prevent errors with other shipping modules.


Platforms: Windows, *nix, PHP, BSD

License: Freeware Download (27): World Zones Download

Added: December 02, 2013 | Visits: 249

GPU Computing SDK The NVIDIA GPU Computing SDK provides hundreds of code samples, white papers, to help you get started on the path of writing software with CUDA C/C++, OpenCL or DirectCompute. The SDK code samples covers a wide range of applications and techniques, including: Simple techniques demonstrating...


Platforms: Mac

License: Freeware Size: 138.73 MB Download (18): GPU Computing SDK Download

Added: April 19, 2013 | Visits: 268

Pricing Derivatives Securities using MATLAB A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".Highlights:* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.* Pricing exotic options using the implied trinomial tree...


Platforms: Matlab

License: Freeware Size: 327.68 KB Download (20): Pricing Derivatives Securities using MATLAB Download

Added: June 06, 2013 | Visits: 244

Factors on Demand Three case studies: random matrix theory for estimation vs. cross-sectional model for attribution; hedging based on full-repricing instead of Black-Scholes deltas; heuristcs for best K attribution/hedging factors out NTo walk through the code and for a thorough description, seeMeucci A., "Factors...


Platforms: Matlab

License: Freeware Size: 4.08 MB Download (18): Factors on Demand Download

Added: May 18, 2013 | Visits: 280

Black-Scholes Call and Implied Vol functions call: function to calculate BS call pricecall_vega: BS call vega (i.e. partial derivative of call with respect to vol)Phi: normal cdfPhiPrime: normal pdfimpvol: finds vol given a call pricedemo: a script demonstrating the impvol functiond1 and d2 are auxiliary functionsNOTE: the impvol function...


Platforms: Matlab

License: Freeware Size: 10 KB Download (24): Black-Scholes Call and Implied Vol functions Download

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