Ключевые слова: Financial, Derivative, Future, Options, Spread, Put, Call, Black-Scholes, Calculator, Roll Geske Whaley, Garman, KohlHagen, Vasicek, Merton-73, Black-76, Jump Diffusion, Binomial, Monte Carlo, Bond, Implied Volatility

A real-time generalized financial derivatives calculator supporting over 136+ 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 accurate to one second and pricing is re-calculated every second. 9 choices for computing the cumulative normal distribution. All inputs can be changed on the fly with spin buttons, comboboxes, scale buttons and calendar selection.

Models Supported: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier, TwoAssetBarrier, TwoAssetCashOrNothing, TwoAssetCorrelation, ExchangeExchangeOption and Convertible Bond.

Ключевые слова: Financieel, Afgeleide, Future, Opties, Spread, Put, Call, Black-Scholes, Calculator, Roll Geske Whaley, Garman, KohlHagen, Vasicek, Merton-73, Black-76, Jump Diffusion, binomiale, Monte Carlo, Bond, impliciete volatiliteit

Een real-time algemene financiële derivaten calculator ondersteuning van meer dan 136+ theoretische modellen uit de open source libraries. Matrices van prijzen zijn gemaakt met itereren stakingen en / of maand. Een staking control systeem kan produceren geen toeslaan. Een veralgemeende date motor kan berekenen re-occuring afstanden tot elke industrie gebruikt verlopen in de toekomst. Spread-motor met gespreide uitzicht. Timing is nauwkeurig tot op een seconde en de prijsstelling wordt opnieuw berekend per seconde. 9 keuzes voor het berekenen van de cumulatieve normale verdeling. Alle ingangen kunnen worden gewijzigd 'on the fly met spin knoppen, comboboxes, de schaal van knoppen en agenda selectie. Ondersteunde modellen: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier...

Ключевые слова: Bachelier, Financiers, dérivés, futures, options, Spread, Put, Call, Black-Scholes, calculatrice, Roll Geske Whaley, Garman, Kohlhagen, Vasicek, Merton-73, Black-76, Diffusion Jump, Binomiale, Monte-Carlo, Bond, la volatilité implicite

Un temps réel généralisée calculatrice financière dérivés soutenant plus de 136+ modèles théoriques à partir de bibliothèques open source. Les matrices de prix sont créés avec des grèves itération et / ou des mois. Un système de contrôle grève peut produire n'importe quelle grève. Un moteur de ce jour généralisée peut calculer à nouveau occuring distances à toute l'industrie d'expiration utilisés dans le futur. Fais du moteur avec des vues propagation. Le timing est précis à une seconde et les prix sont recalculés à chaque seconde. 9 choix pour le calcul de la distribution cumulative normale. Toutes les entrées peuvent être modifiées à la volée avec des boutons spin, comboboxes, des boutons d'échelle et la sélection de calendrier. Modèles pris en charge: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn...

Ключевые слова: Finanz-, Derivative, Future, Optionen, Spread, Put, Call, Black-Scholes, Calculator, Roll Geske Whaley, Garman, Kohlhagen, Vasicek, Merton-73, Black-76, Jump Diffusion, Binomial, Monte Carlo, Bond, der impliziten Volatilität

Ein Echtzeit generalisierte Finanzderivate Rechner unterstützt mehr als 136+ theoretische Modelle von Open-Source-Bibliotheken. Matrizen Preise sind mit Iteration Streiks und / oder Monaten erstellt. Ein Streik Steuerung kann jedes Streik. Ein allgemeiner date Motor kann wieder vorkommenden Entfernungen zu jeder Branche eingesetzt Ablauf in die Zukunft zu berechnen. Spread-Motor mit ausgebreiteten Ansichten. Das Timing ist auf eine Sekunde genau und Preisgestaltung wird jede Sekunde neu berechnet. 9 Möglichkeiten für die Berechnung der kumulativen Normalverteilung. Alle Eingänge können on the fly mit Spin Buttons, Comboboxen, Skalieren Sie Schaltflächen und Kalender Auswahl geändert werden. Unterstützte Modelle: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier, TwoAssetBarrier...

Ключевые слова: Finanziaria, derivati​​, future, opzioni, diffusione, Put, Call, Black-Scholes, Calcolatrice, Roll Geske Whaley, Garman, Kohlhagen, Vasicek, Merton-73, Nero-76, Diffusione Salto, Binomiale, Monte Carlo, Bond, la volatilità implicita

Un tempo reale generalizzata calcolatrice finanziari derivati ​​con supporto di oltre 136+ modelli teorici di librerie open source. Le matrici dei prezzi sono creati con scioperi iterazione e / o mesi. Un sistema di controllo sciopero in grado di produrre qualsiasi sciopero. Un motore di data generalizzata in grado di calcolare nuovamente le distanze che esistono in ogni settore usato scadenza nel futuro. Stendere motore con vista diffondersi. Il tempismo è precisione dell'ordine del secondo e il prezzo è ricalcolato ogni secondo. 9 scelte per il calcolo della distribuzione cumulativa normale. Tutti gli ingressi possono essere modificati al volo con pulsanti di selezione, caselle combinate, pulsanti di scala e la selezione del calendario. I modelli supportati: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn...

Ключевые слова: Financeiros, derivativos, futuros, opções Spread, Put, Call, Black-Scholes, Calculadora, Roll Geske Whaley, Garman, Kohlhagen, Vasicek, Merton-73, Black-76, Difusão Jump, Binomial, Monte Carlo, Bond, a volatilidade implícita

Uma calculadora em tempo real generalizada derivativos financeiros suportando mais de 136+ modelos teóricos a partir de bibliotecas de código aberto. Matrizes de preços são criados com greves iteração e / ou meses. Um sistema de controle greve pode produzir qualquer greve. Um motor de data generalizada pode calcular re-occuring distâncias para qualquer indústria de expiração usado no futuro. Spread do motor, com vistas spread. Tempo é preciso para um segundo e preços é re-calculado a cada segundo. 9 escolhas para o cálculo da distribuição cumulativa normal. Todas as entradas podem ser alteradas na mosca com botões de rotação, comboboxes, botões de escala e seleção de calendário Os modelos suportados: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier, TwoAssetBarrier, TwoAssetCashOrNothing...

Ключевые слова: Financiar, derivate, Future, Opţiuni, Spread, Pune, apel, Black-Scholes, Calculator, Roll Geske Whaley, intens de autorităţile germane, KohlHagen, Vasicek, Merton-73, Black-76, Diffusion Salt, binomial, Monte Carlo, Bond, volatilitatea implicită

Un timp real, generalizate de instrumente financiare derivate calculator de sprijin de peste 136+ modele teoretice din biblioteci open source. Matrice de preţuri sunt create cu lovituri iterarea şi / sau luni. Un sistem de control grevă poate produce orice grevă. Un motor de data generalizata poate calcula re-occuring distantele la orice industrie utilizate de expirare în viitor. Imprastiati motor cu vederi răspândit. Momentul este cu o precizie de o secundă şi de stabilire a preţurilor este re-calculează în fiecare secundă. 9 opţiuni de calcul de distribuţie cumulativă normală. Toate intrările pot fi schimbate pe acoperi cu butoane de spin, comboboxes, butoane de scară şi de selecţie calendar. Modele suportate: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, Garman KohlHagen, Jump Diffusion, Quanto, Vasicek Bond Option, Turnbull Wakeman Asian, TimeSwitchOption, Look Barrier, PartialTimeBarrier, GapOption, Extreme Spread Option, Simple Chooser, ComplexChooser, PartialFixedLB, Executive, CashOrNothing, Extendible Writer, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, Bisection, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Complex Chooser, Super Share, EquityLinkedFXO, Spread Approximation, BinaryBarrier, Floating Strike Lookback, OptionsOnTheMaxMin, PartialFloatLB, FixedStrikeLookback, Double Barrier, Standard Barrier, SoftBarrier, Levy Asian, Geometric Average Rate Option, Forward Start Option, American Perpetual, American Trinomial, American Binomial, Euro Binomial, Bond Zero BS, Bond American Binomial, Currency American Binomial, Currency Euro, Warrant Adjusted BS, Monte Carlo Models, Implied Newton, Rendleman Bartter, bisection, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, European Exchange Option, Miltersen Schwartz, Heston, Bermudan, AmPutApproxGeskeJohn, Partial TimeTwoAsset Barrier, TwoAssetBarrier...

Ключевые слова: Financieros, derivados, futuros, opciones, Corre, Put, Call, Black-Scholes, Calculadora, Roll Geske Whaley, Garman, KohlHagen, Vasicek, Merton-73, Black-76, Difusión de Salta, Binomial, Monte Carlo, Bond, la volatilidad implícita

Una calculadora en tiempo real generalizado de derivados financieros de apoyo a más de 136+ los modelos teóricos de las bibliotecas de código abierto. Matrices de los precios se crean con huelgas iterar y / o meses. Un sistema de control de huelga puede producir una huelga. Un motor de la fecha generalizado puede calcular de nuevo occuring distancias a cualquier industria utilizan de caducidad en el futuro. Propagación del motor, con vistas propagación. El tiempo es exacto a un segundo y fijación de precios se vuelve a calcular cada segundo. 9 opciones para el cálculo de la distribución normal acumulativa. Todas las entradas se puede cambiar sobre la marcha con botones de selección, cuadros combinados, botones de selección de escala y calendario. Modelos soportados: Black-Scholes, Merton-73, Black-76, Roll Geske Whaley, KohlHagen Garman, Difusión Jump, Quanto, la opción Vasicek Bond, Turnbull Wakeman Asia, TimeSwitchOption, Barrera Mira, PartialTimeBarrier, GapOption, opción de extensión extrema, Selector simple , ComplexChooser, PartialFixedLB, ejecutivo, escritor CashOrNothing, extensible, OptionsOnOptions, BAWAmericanApprox, BSAmericanApprox, AssetOrNothing, bisección, BAWbisection, BSbisection, Gfrench, Gcarry, Swapoption, Selector complejo y comparte super EquityLinkedFXO, aproximación de la extensión, BinaryBarrier, retroactivo huelga flotante, OptionsOnTheMaxMin , PartialFloatLB, FixedStrikeLookback, doble barrera, Barrera estándar, SoftBarrier, Levy Asia, la opción Tarifa media geométrica, Forward Start opción, American Trinomio Perpetuo Socorro, americano, americano binomial, binomial Euro, Bonos cero BS, binomial de bonos estadounidenses, binomial moneda estadounidense, Moneda euros, Warrant ajustado BS, Monte Carlo modelos, implícita Newton, Rendleman Bartter, bisección, NewtonRaphson, BSbisection, VasicekBondPrice, BondZeroVasicek, VasicekBondOption, TakeoverFXoption, AmericanExchangeOption, DiscreteAdjustedBarrier, Europa opción de canje