| Пасспорт программы |
| Рейтинг |
4 [1] |
| Закачек всего | 367 |
| - за месяц | 1 |
| - за день | 1 |
| - последняя | 24.05.2012 |
| Просмотров | 635 |
| Отзывов | 0 |
| Язык | Неизвестно |
| Системы | Windows 95/98/Me/NT/2000 |
| Автор | ? |
| - сайт | Перейти |
| Размер | 1000 Kb |
| Условия | 30-day Trial |
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| Opti-Calc v2.5 - is an Excel-based option pricing and analysis system. Opti-Calc calculates prices, risk parameters and implied volatilities using the Black-Scholes, Garman-Kolhagen and Cox-Rubinstein (binomial) models. It also has 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 and return profiles and implied volatility analysis for either individual or portfolios of options. |
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