OptDrvr - Options Calculator 11.2
pricing models to evaluate stock options, Index options and Futures options. The calculator can also be used to price warrants. The addin handles American and European style call and put options with or without dividends, determining option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. Option models include BLACK-SCHOLES, Black-Scholes adjusted and BINOMIAL. OptDrvr (ver 11.2) supports the pricing of Futures options alongside |

WebCab Portfolio for .NET 4.2

.NET, COM and XML Web service implementation of Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

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WebCab Portfolio (J2SE Edition) 4.2

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

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WebCab Portfolio (J2EE Edition) 4.2

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting. Also includes Performance Evaluation, interpolation procedures, analysis of Efficient Frontier, Market Portfolio and CML.

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WebCab Options and Futures for Delphi 3.0

model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model. Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model. Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model. Monte Carlo

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WebCab Options and Futures for .NET 3.0

model, Spot rate model with automatic yield (Ho & Lee, Hull & White), Heath-Jarrow-Morton forward rate model, Brace-Gatarek-Musiela (BGM) LIBOR market model. Price Models: Constant price model, General deterministic price model, Lognormal price model, Poisson price model. Volatility Models: Constant Volatility Models, General Deterministic Volatility model, Hull & White Stochastic model of the Variance, Hoston Stochastic Volatility model. Monte Carlo

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Option Pricing Calculator 1.0.0

This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. This option pricing calculator has three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price

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