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Nov 25

OptionCity Calculator

Posted by abiao at 21:39 | Code » Other | Comments(0) | Reads(5063)
Key Benefits of the OptionCity Calculator

    *  Flexible models with stochastic volatility and stock price jumps
    *  Option prices with Greeks (sensitivity to parameters)
    *  Realistic Smile charts
    *  Fast evaluations
    *  Self-validating results. (You validate calculations by selecting a different numerical method: Lattice, Series, or Monte Carlo)

The program is a downloadable executable for MS Windows systems: http://www.optioncity.net/calculator.htm


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