Discontinued App

Option mc

Option mc is an application that computes option prices and delta values given the spot and strike price. The application uses the Black Scholes formula ...

Discontinued App

Description

Option mc is an application that computes option prices and delta values given the spot and strike price. The application uses the Black Scholes formula to determine values for a European style option. The application uses default values (which can be changed and saved) for volatility, interest rate, dividend rate and expiration date(third friday of the month) to minimize repetitive user input of data.

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Technical specifications

Version: 1.0

Size: 62.21 KB

System:

Price: 0,00 €

Day of release: 0000-00-0

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