Quantitative finance collector
C++ Matlab VBA/Excel Java Mathematica R/Splus Net Code Site Other
Dec 16

Derivative pricing Engines

Posted by abiao at 10:30 | Code » Other | Comments(3) | Reads(8223)
Another online option calculator, the main difference with other online option calculator introduced before, as mentioned on its webpage: it is a Dynamic option calculator whose volatility curve is updated according to market conditions. The current calculator can be only used for pricing the European Vanilla FX Options, for instance,  for EUR/USD, USD/TRY, EUR/TRY, GBP/USD, USD/JPY, USD/CHF, currencies, which is not so appealing, to be honest.
Open in new window

Interested reader shall check at its website at http://www.derivativeengines.com/index-3.asp

Great. This site is gives the exact results with the currency option market...
The option calcıulators giving real time quatations are very expensive for the ordinary investors.  Both the volatility surface and the bid ask spreads of the quatations in this site seem to be close to the market prices and can be useful for many investors. The lack of exotics is the bad way of this site. If they success to add them then i can say that they make great job.
This great article is high quality, you will discover quite a few unique stuff that may not be seen on many other websites, quite functional and yet very correct!
avakin life hack
Pages: 1/1 First page 1 Final page
Add a comment
Enable HTML
Enable UBB
Enable Emots
Nickname   Password   Optional
Site URI   Email   [Register]