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Mar 27

Equity option calculator on Gphone

Posted by abiao at 18:27 | Code » Other | Comments(0) | Reads(5983)
I bought a Gphone several months ago, its main attraction to me is Gmail everywhere as long as there is signal since I can't use Gmail box with my PC at company (my boss won't read my blog). Another shining point of Gphone is its Android platform and Market, where people can publish applications on entertainment, finance, news, weather, etc.

Yesterday I downloaded a free application named Equity option calculator, a simple equity options pricer for European style no dividend calls and puts using your own inputs under Black Scholes model framework. Alternatively enter a ticker and let the market data calibrator fill in pricing parameters. solve for the option value or implied volatility. The pricer also calculates option sensitivities (Greeks).

Although the supported options are limited, it is fun to play a derivative calculator wherever as you go, isn't it?  the code is written in Java that I am not familiar with, but have downloaded The Android SDK for developers to see if I am able to build an application covering more options like Matlab-GUI equity derivative calculator does.

if you happen to own a Gphone, this option pricer can be found by typing "equity option calculator" in Market. Have fun.

Publisher's blog: http://jwdevg1.blogspot.com/


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