Black Scholes Example


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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.

Option Pricing Calculator

Calculator can use three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price ...





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OptionEdge  v.2 1

The program utilizes the Black-Scholes option pricing model to simulate and analyze various stock option trading strategies. Please note, however, that Microsoft Excel 2000 or higher must be installed for the program to function.

Option Calculator  v.2.1.0.0

Application allows user to determine payout characteristics of any arbitrary option spread and is based on Black-Scholes theoretical option pricing model. Dynamic charting allows user to simulate time and volatility changes and adjusts graph accordingly.

Option Calculator P  v.2.0.0.0

Application allows user to determine payout characteristics of any arbitrary option spread and is based on Black-Scholes theoretical option pricing model. Dynamic charting allows user to simulate time and volatility changes and adjusts graph accordingly.

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 ...

FinancialModelChina  v.1.0.0.0



This is a Chinese version of an implementation of the Black-Scholes financial model, providing call options and put options. No liability for use is accepted by the developer.

这是实施布莱克 - 斯科尔斯财务模型的中文版本,提供了看­期权和看跌期权。接受由开发商使用不­担任何责任。 ...

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.

Visual Stock Options

Option pricing models: Black-Scholes, Binominal European and Binominal American.

Real Option Valuation

The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment ...

BakadoPlayer  v.1. 1. 2002

With this program you can solve that problem by changing the subtitles to black, for example.
BakadoPlayer supports many other features such as Drag and Drop, shortcut keys and more. Besides, the program is available in several languages.

Covered Calls Plus  v.7. 5. 2000


- Manipulate the Black/Scholes formula to evaluate hypothetical scenarios.

OptionMatrix  v.1 1



Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, ...

OptionMatrix for Linux  v.1.2b



Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, ...

Stock Options Secrets  v.3 5



- Compute fair prices
- Find Delta/Gamma/Vega
- Find implied volatility
- Find historical volatily
- Find probability for price reaching a target level
- Find implied forward price/implied price
- Test impact of an uptrend in stock
- Find probability of option expiring worthless
- Find probability of profit
- Find probability of loss
- Find average profit for your option strategy Not found in any other option calculators (thousands of iteraction performed to reach result - numbers most option traders never have seen)
- Find average loss for your option strategy Not found in any other option calculators
- Test different options strategies
- Find the conditions for a profitable option strategy in the long run
- Compute overpricing/underpricing
- Risk calculator
- Option formulas Black-scholes and Cox-ross-rubenstein ...

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