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Implied Volatility freeware
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Implied Volatility

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Added: August 18, 2008 | Visits: 4.568

Option Calculator Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).



Platforms: Windows

License: Freeware Size: 500 KB Download (364): Option Calculator Download

Added: August 04, 2008 | Visits: 1.304

SQL Examiner 2008 Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta). You can see graph of option position (buy call or buy put).





Platforms: Windows

License: Freeware Size: 500 KB Download (156): SQL Examiner 2008 Download

Released: February 08, 2012  |  Added: August 14, 2012 | Visits: 1.001

OptionMatrix 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...


Platforms: Windows

License: Freeware Size: 6.3 MB Download (96): OptionMatrix Download

Released: January 01, 2006  |  Added: May 30, 2006 | Visits: 10.602

Option Pricing Calculator This free option pricing calculator can be used to calculate: Call Price, Put Price, Gamma, Delta, Theta, Vega, Implied Volatility. Calculator can use three option pricing models to caculate prices: Black-Scholes Option price, Binomial American option price and Binomial European option price


Platforms: Windows

License: Freeware Size: 2.06 MB Download (1089): Option Pricing Calculator Download

Released: July 20, 2007  |  Added: July 22, 2007 | Visits: 4.875

OptionsOracle Powerful, Simple to use and it Free. No limitations. OptionsOracle is a free tool for stock options strategy analysis. It is a powerful tool that allows testing of different options strategies using real-time options & stock-market information. The tool provides an easy interface to build a...


Platforms: Windows

License: Freeware Size: 1.13 MB Download (694): OptionsOracle Download

Released: February 21, 2014  |  Added: February 21, 2014 | Visits: 164

68-Percent 68 Percent is a quick standard deviation calculator to help determine an expected range that an equity or option will trade in over a period of time. 68 Percent should not be used to create trades, rather used as a litmus test to verify ranges that could affect a particular trading strategy Is...


Platforms: iOS

License: Freeware Size: 2.5 MB Download (7): 68-Percent Download

Released: June 24, 2012  |  Added: June 24, 2012 | Visits: 369

Stock Volatility Calculator This is a free spreadsheet that downloads free historical stock data from the Yahoo database into the spreadsheet and calculates the historical or realized volatility of the selected stock. The standard deviation of prices are plotted along side the stock price chart. The user can freely change...


Platforms: Windows, Mac

License: Freeware Size: 70 KB Download (36): Stock Volatility Calculator Download

Added: August 06, 2013 | Visits: 324

Term Structure of Volatility Calibration This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...


Platforms: Matlab

License: Freeware Size: 174.08 KB Download (20): Term Structure of Volatility Calibration Download

Added: July 31, 2013 | Visits: 272

Historical Volatility Script It connects and retrieves data from the Yahoo! finance service.The program uses daily closing prices in the calculations.If not specified, the program defaults to N=20 previous trading days.The user may supply either a single ticker symbol or a cell array of ticker symbols.Using the supplied N,...


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): Historical Volatility Script Download

Added: July 01, 2013 | Visits: 233

GUI for distillation columns: McCabe and Thiele Method. This GUI uses a constant relative volatility (alpha) to estimate the equilibrium curve. From there, the GUI uses the "McCabe and Thiele Graphical Method" to estimate the ideal number of plates in the column.A reference is provided in the GUI: look in Help/About.Comments, suggestions or bugs,...


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): GUI for distillation columns: McCabe and Thiele Method. Download

Added: June 24, 2013 | Visits: 257

Volatility Forecast Toolbox The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...


Platforms: Matlab

License: Freeware Size: 20.48 KB Download (19): Volatility Forecast Toolbox Download

Added: July 12, 2013 | Visits: 212

Example of Volatility Pumping The self-contained script demonstrates excess, volatility driven growth, in a rebalanced portfolio.Based on the paper "Benchmarking and Rebalancing" by Gabay and Herlemont, yats.com, 19 Septembre 2007, this script reproduces example 1, showing the long-term rebalancing excess growth rate g*.There...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): Example of Volatility Pumping Download

Added: July 03, 2010 | Visits: 552

Finance::BDT Finance::BDT is a Perl module that implements BDT yield curve model. SYNOPSIS use Finance::BDT; use Data::Dumper my @y = (0, 0.0283, 0.029, 0.0322, 0.0401, 0.0435, 0.0464, 0.0508, 0.0512); ## YTM on strips my $vol = 0.20; ## constant volatility my $epsilon = 0.01; my ($r, $d, $A) =...


Platforms: *nix

License: Freeware Size: 4.1 KB Download (90): Finance::BDT Download

Added: May 10, 2013 | Visits: 210

Admin Specials by Categories This contribution allows you to: - List products (alphabetically) for selected category displaying the special price and implied discount - Add a % discount to all products in selected category - Add, change or remove a special price for an individual product in the selected category 


Platforms: Windows, *nix, PHP, BSD

License: Freeware Download (27): Admin Specials by Categories Download

Added: June 16, 2013 | Visits: 274

McCabe-Thiele Method for an Ideal Binary Mixture The program computes the number of equilibrium stages for a binary ideal mixture with relative volatility equal to 2.45. The feed is a two phase mixture with a feed quality is equal to 0.85. The distillate, feed and bottom mole fractions are 0.9, 0.5 and 0.1, respectively. The reflux ratio is...


Platforms: Matlab

License: Freeware Size: 10 KB Download (19): McCabe-Thiele Method for an Ideal Binary Mixture Download

Added: June 20, 2013 | Visits: 155

RiskMetrics RiskMetrics.m: Estimates the univariate or multivariate RiskMetrics. USAGE: rm = RiskMetrics(data,alpha) INPUTS: data = ( m x n ) vector lamba = the scale parameter method = Univariate or Multivariate OUTPUTS: rm = ( m x n ) volatility vector for the univariate case or an [( n x n )x m]...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): RiskMetrics Download

Added: August 05, 2013 | Visits: 278

Binary VLE Computations using Wilson's Model One must input to a dialog box Antoine's constants, Wilson binary interaction parameters and liquid molar volume of any binary mixture of his choice. The program computes and plots activity coefficients, relative volatility and VLE diagram.


Platforms: Matlab

License: Freeware Size: 20.48 KB Download (18): Binary VLE Computations using Wilson's Model Download

Added: April 19, 2013 | Visits: 269

Pricing Derivatives Securities using MATLAB A Zip file containing the examples that were used in the MathWorks webinar: "Pricing Derivatives Securities using MATLAB".Highlights:* Pricing a portfolio of vanilla options using Black-Scholes, a Binomial Tree and Monte Carlo simulation.* Pricing exotic options using the implied trinomial tree...


Platforms: Matlab

License: Freeware Size: 327.68 KB Download (20): Pricing Derivatives Securities using MATLAB Download

Added: July 07, 2013 | Visits: 267

Foreign Exchange Options fxoptions( S0, X, rd, rf, T, vol, style)Valuation of European and American call and put options on foreign exchange using Garman-Kohlhagen model.European option prices are given by an exact formula (Garman-Kohlhagen).American option prices are approximated using both binomial and trinomial...


Platforms: Matlab

License: Freeware Size: 10 KB Download (21): Foreign Exchange Options Download

Added: August 08, 2013 | Visits: 236

Stock Class Use this simple, self-contained class definition to obtain quotes and historical data from Yahoo finance.f = stock('f','5y','d);creates a stock object with a current quote and five year history of daily data for the stock symbol 'f' (Ford Motor Company).f.plot;charts the historical data. The...


Platforms: Matlab

License: Freeware Size: 10 KB Download (18): Stock Class Download

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