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Options Pricing Suite

價格:免費

更新日期:2016-02-12

檔案大小:1,019k

目前版本:1.3

版本需求:Android 3.0 以上版本

官方網站:mailto:dipen@dipen.net

Options Pricing Suite(圖1)-速報App

Options Pricing Suite is the most comprehensive app for financial option pricing and Greek calculation, with over 50 classes of options & strategies and more than 100 unique payoff types.

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Vanilla options cover the Black-Scholes valuation for European calls and puts; American options; stochastic volatility; and an implied volatility calculator.

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Exotic option calculations include prices and Greeks for binary, Asian, barrier, lookback, and more complex derivatives.

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Common strategies such as bull/bear spreads, straddles, butterfly spreads, and others are also supported.

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Graphing functionality allows for visualization of changes in option prices and Greeks. The underlying asset can be a stock (paying dividends), equity index, futures, currency, or commodity.

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The user-friendly interface has easy input and extensive help. Automatic and manual saving of parameters allows for instant input and less repetitive typing. Other features include stock price lookup by ticker, interest rate and volatility feeds, and a calendar input for option maturity.

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For help, use the info icons to view an explanation of each type of option, and touch any parameter or Greek text label for detailed information on its meaning.

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We plan to add support for various other types of options in the future.

Every option pricing screen has been tested extensively, but if you experience any errors or unexpected behavior, or if you have any feedback or questions, please let us know via email xpanalytics@gmail.com .

All option pricing methods are based on the financial theory of option pricing and are calculated by analytical formulas, approximations, or iterative methods. Results should be used for academic and educational purposes only, not for trading or investing.