Black Litterman Model


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Statmetrics  v.0.1

Black-Scholes Model
2. Monte Carlo Solution
3. Cox-Ross-Rubinstein (Binomial) Model
4. Bourtov's Model
5. Garman-Kohlhagen Model
6. Merton Model
7. Barone-Adesi-Whaley Quadratic ModelPortfolio Analysis
1. Modern Portfolio ...

FinancialModel  v.1.1.0.0

This is an implementation of the Black-Scholes model for financial analysis and stock purchase. It takes user input and gives the Call or Put values.
No liability for use of this product can be accepted, and no warranty for applicability or appropriateness ...





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SmartFolio

SmartFolio will help you solve a variety of practical tasks including:

- Advanced Portfolio Optimization

- Asset Performance Ranking

- Risk-Reward Analysis and Efficient Frontier

- Portfolio Risk Analysis (VaR and CVaR)

- Target Shortfall Probabilities Analysis

- Minimization of Transaction Costs

Recently released SmartFolio 3 supports many new features including:

- The Black-Litterman model

...

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You can make server side application ...

Portfolio Allocation/Simulation  v.1.0

Includes Black-Litterman model, State/Preferencem Interior points, and Active Set quadratic optimization.

FOCalculator  v.1.0.0.0



Options Calculator -->
Option Calculator in the application is based on the most famous Black-Scholes Pricing Model.
The Black-Scholes Model is a formula for calculating the fair value of an option contract, where an option is a derivative ...

Particle Worldline Model  v.1.0

Study black holes with the help of this simulation. Particle Worldline model computes and displays the trajectory of a test particle in the vicinity of a black hole using Schwarzschild coordinates. It was created for the study of Einstein's theory of ...

Einstein Cannon Model  v.1.0

Study Black Holes with this simulation. Einstein Cannon model computes and displays the trajectory of cannonballs (particles) shot from a cannon in the vicinity of a black hole. It was created for the study of Einstein's theory of general relativity and ...

Black Scholes Calculator  v.1.0.0.0

It uses the Black Scholes Merton pricing Model of 1973. Make sure you are familiar with the assumptions of the model, e.g constant volatility.

Chicago Option Pricing Model  v.1.0

A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.

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