This is a medium-lite version of the OPTIONATOR, a selection of codes and COM to price and hedge portfolios of options and stocks and determine implied volatilities.
In this version you can calculate the
option price of
| European Call/Put Options | American Call/Put Options | Barrier Options | Binary Options | Bond Options |
| Parameters | Output |
|---|---|
All times occurring in this applet are measured in years except for the expiry (duration of the option) that is stated in days.
Methods of Calculating Options:: • binomial tree • analytic formulae • Monte Carlo
You can vary the number of steps in the non-analytic methods and the number of sampling paths for the Monte Carlo calculation.
An in-depth explanation of bond, barrier and binary options will follow soon!
Full version to come: many more types of exotic options , nonstandard greeks, better Monte-Carlo based computational methods, portfolios of correlated options and stocks, and much more!
NO guarantee for the
correctness of the numbers!
Otherwise have some fun with this applet!
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