Discontinued App

Convexity

Convexity is a straightforward implementation of the Black-Scholes model for pricing European put and call options. The price of both put and call options ...

Discontinued App

Description

Convexity is a straightforward implementation of the Black-Scholes model for pricing European put and call options. The price of both put and call options is calculated and displayed instantly when any of the inputs are changed - no need to press a calculate button. It can also calculate the implied volatility given the price of the options. All of the greeks (delta, theta, rho, vega, and gamma) are calculated and displayed as well, on a single easy to read screen. You can choose the quotation convention of both the risk free rate and the dividend rate on the settings page. The settings page is also where you choose between calculating price or implied volatility and choose between entering the options term or maturity date. The app works just as well for currency and assets other than stocks. Written by a professional options trader and mathematics Ph.D.

More

Technical specifications

Version: 1.0

Size: 93.93 KB

System:

Price: 0,00 €

Day of release: 0000-00-0

Comments about Convexity

*We won´t use your data for marketing purposes, we only need to check your email
We use cookies to improve our services and tailoring our ads to match your requirements and navigation habits. Accept · Read more