Binary Option Calculator is for advanced options traders. It can calculate option prices and Greeks for discontinuous payoff functions.
Can price any combination of:
* Calls or Puts
* European or American style
* Cash-or-nothing or Asset-or-nothing
* Option value or Implied vol.
European options are priced analytically, but American options are priced on a Crank-Nicholson SOR finite difference model. Computations on the G1 is generally fast, typically less than 10 seconds, but in some cases where the solution is near boundaries or the amplification error is large, it may take up to 30 seconds to converge.
Implied vol is calculated using the standard Newton-Raphson iteration.
You can enter your own volatility estimates or calibrate the underlying to market data using two methods, a simple sample variance or the Garman-Klass Open/Hi/Lo/Close estimate.
Like it? Share with your friends!
Other Android Freeware of Developer «Jesse Wu»:
StatDist StatDist is a program to help calculate probabilities, densities, and quantiles for some of the more common distributions
PPC ROI Calculator How much money can your company generate from its online marketing program? The ROI Calculator is designed to easily calculate the Return on Investment for your marketing campaign in seconds
Google Android 1.0 |
Google Android 1.5 |
Google Android 1.6 |
Google Android 2.0 |
Google Android 2.1 |
Google Android 2.2 |
Google Android 2.3 |
Google Android 3.0 |
Google Android 3.1 |
Google Android 3.2 |
Google Android 4.0 |
Google Android 4.1 |
Google Android 4.2 |
Google Android 4.3 |
Google Android 4.4 |
Google Android 5.x |
Google Android 6.x |
Comments on Binary Option Calculator:
Comments not found
FreewareAndroid - Free Downloads Android Market Apps, Applications, Games, APK, WiFi, Sync, GPS for Google Android OS