Opti-Calc for Excel

Category
Business
Financial Calculators

Review

The latest version of our option pricing and analysis system for Excel. It calculates prices, risk parameters and implied volatilities using the Black-Scholes, Garman-Kolhagen and Cox-Rubinstein (binomial) models. We have also incorporated the latest option models, such as, the Barone-Adesi and Whaley quadratic approximation and the Bjerksund- Stensland approximation. Opti-Calc prices European and American style options on bonds, commodities, currencies, futures and stocks. It also calculates sensitivities, such as Delta, Gamma, Kappa (Vega), Rho and Theta. Opti-Calc enables the production of pricing matrices, risk eturn profiles and implied volatility analysis for either individual or portfolios of options. Anexample spreadsheet is supplied free which enables theuser to price options and manage risk 'straight out ofthe box' without any programming or 'spreadsheet' work.


Search

Recent searches