| Category: Calculators |
 DerivaGem for Excel and Other Software  |
Last Update: 2006/8/26 18:35 |
| Submitter: malbury |
Description:
The Options Calculator
The Options Calculator enables readers to carry out calculations for European and American calls and puts, exotic options, and interest rate derivatives. Features of the software are
It is Excel-based
It calculates prices, implied volatilities, and the Greeks
It implements normal and lognormal interest rate models to value American-style interest rate options
It displays charts showing the relationships between variables
It displays the binomial/trinomial trees used for valuation
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