Free Downloads: Scholes

Option pricing spreadsheet that calculates the theoretical price and all of the Option Greeks for European Call and Put options. The spreadsheet also allows the user to enter up to 10 option legs for option strategy combination pricing.

Free option pricing spreadsheet. Uses Black and Scholes to calculate the theoretical price and option greek derivatives of call and put options. Includes a strategy simulation worksheet, which enables a user to enter up to 10 option legs that will be used as a single option combination. This combination will then be graphed to show the expected profit and loss at the expiration date as...

Category: Business & Finance
Publisher: Option Trading Tips, License: Freeware, Price: USD $0.00, File Size: 54.0 KB
Platform: Windows, Mac

The Fat Tail Option Calculator allows you to calculate theoretical option values using more realistic assumptions than those underlying the Black-Scholes model. .

The Fat Tail Option Calculator allows you to calculate theoretical option values using more realistic assumptions than those underlying the Black-Scholes model.

Category: Business & Finance / Calculators
Publisher: economymodels.com, License: Freeware, Price: USD $0.00, File Size: 2.0 MB
Platform: Windows, Mac, 2K

The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Option pricing tools include Black-Scholes, Binomial, and Game Theory.

The Real Option Valuation model encompasses a suite of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed the hurdle rate. While this is a worthwhile exercise, it fails to consider the myriad of strategic...

Category: Business & Finance / Business Finance
Publisher: Business Spreadsheets, License: Shareware, Price: USD $26.00, File Size: 180.7 KB
Platform: Windows, Mac

The Real Option Valuation template provides a set of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Option pricing models include Black-Scholes, Binomial, and Game Theory.

The Real Option Valuation template combines a set of option pricing tools to quantify the embedded strategic value for a range of financial analysis and investment scenarios. Traditional discounted cash flow investment analysis will only accept an investment if the returns on the project exceed the hurdle cost of capital rate. This is a worthwhile exercise as input for valuing real options;...

Category: Business & Finance / Business Finance
Publisher: Business Spreadsheets, License: Shareware, Price: USD $26.00, EUR22, File Size: 138.0 KB
Platform: Windows, Mac

The MS Excel guru Hans Cronander presents models for R.

The MS Excel guru Hans Cronander presents models for R.L. McCoy / Gavre exterior ballistics and Black & Scholes / Monte Carlo option value determination. The source code includes an ODE engine based on a Bulrish-Stoer variable step length numerical integr

Category: Home & Education / Sports
Publisher: cronander.net, License: Freeware, Price: USD $0.00, File Size: 765.0 KB
Platform: Unknown

- Model Call and Put values for stocks, indices and futures.

- Model Call and Put values for stocks, indices and futures.
- Select American or European style exercise.
- Offers Black-Scholes, Whaley and Binomial Models.
- Gives values for option sensitivities (greeks).
- Retrives option and underlying price data via the Internet.
- Figures volatilities implied by recent Bid/Ask prices.
- Define and apply implied...

Category: Business & Finance / Business Finance
Publisher: theGRAFster, License: Shareware, Price: USD $10.00, File Size: 805.7 KB
Platform: Windows

Option Calculator - free tool for calculating option price, implied volatility and option greeks.

Option Calculator - free tool for calculating option price, implied volatility and option greeks. You can: calculate the value of put and call options (The Black-Scholes Option Pricing Model), calculate implied volatility, calculate greeks (Delta, Vega, G

Category: Business & Finance / Business Finance
Publisher: trader-soft.com, License: Freeware, Price: USD $0.00, File Size: 450.0 KB
Platform: Windows, Mac, 2K

Covered Calls Plus Stock Option Trading Software - Take advantage of high Volatility by writing Covered Calls.

Covered Calls Plus Stock Option Trading Software - Take advantage of high Volatility by writing Covered Calls.

Features :

- Instantaneous option symbol roots and cycles for any listed option, ETF, and HOLDRS*.
- Fine tune establishing, rolling, adding to, or closing a covered Call position, with or without protective Puts.
- Compare potential returns of...

Category: Business & Finance / Business Finance
Publisher: Mark Hutchinson, License: Shareware, Price: USD $49.00, File Size: 3.4 MB
Platform: Windows

Overpricing/underpricing option calculator.

Overpricing/underpricing option calculator. Handy options calculator no option trader should miss. This is a serious piece of software with features not fould in any other option calculator - whatever price. No datafeed support is included, however.

- Compute fair prices
- Find Delta/Gamma/Vega
- Find implied volatility
- Find historical volatily
- Find probability for...

Category: Business & Finance / Applications
Publisher: Kjell Hasthi, License: Demo, Price: USD $29.95, File Size: 600.0 KB
Platform: Windows

This program helps you as options trader to optimize your strategy. You can add all the options you want to buy or sell and build your strategy. The program shows you the profit and loss graph at expiration and on the day that you select.

This program helps you as options trader to optimize your strategy. You can add all the options you want to buy or sell and build your strategy. The program shows you the profit and loss graph at expiration and on the day that you select in the program. You can go forward or backward one day with a mouse click. Change the volatility and the graph will show you how this change in volatility...

Category: Business & Finance / Auction Tools
Publisher: CAD-KAS GbR, License: Shareware, Price: USD $19.00, File Size: 1.6 MB
Platform: Windows

A real-time generalized financial derivatives calculator supporting over 86 theoretical models from open source libraries.

A real-time generalized financial derivatives calculator supporting over 86 theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Timing is...

Category: Business & Finance / Applications
Publisher: opensourcefinancialmodels.com, License: Freeware, Price: USD $0.00, File Size: 6.2 MB
Platform: Windows

A real-time generalized financial derivatives calculator supporting over 86 theoretical models from open source libraries.

A real-time generalized financial derivatives calculator supporting over 86 theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring distances to any industry used expiration into the future. Spread engine with spread views. Timing is...

Category: Business & Finance / Applications
Publisher: opensourcefinancialmodels.com, License: Freeware, Price: USD $0.00, File Size: 721.0 KB
Platform: Linux

Visual Stock Options Analyzer (VOptions) is a powerful analysis tool for development, testing, and application of stock and options strategies. VOptions allows you to test your strategies, and explore "what-if" scenarios with ease.

Visual Stock Options Analyzer (VOptions) is a powerful analysis tool for development, testing, and application of stock and options strategies. Its easy-to-use interface allows you to test new strategies, manage a growing portfolio, and explore "what-if" scenarios with ease. VOptions versatility and power make it suitable for new, experienced, or advanced traders alike. Advanced Charting...

Category: Business & Finance
Publisher: OLSOFT, License: Shareware, Price: USD $69.95, File Size: 3.0 MB
Platform: Windows