OptDrvr - Options Calculator

OptDrvr - Options Calculator
Description

Evaluates Stock, Index and Futures options. which are American or European style calls or puts with or without dividends. Determines fair value, delta, gamma, vega, theta, rho and implied vol. Option Models include BLACK-SCHOLES and BINOMIAL. OptDrvr is an Excel addin which provides the user with option pricing models to evaluate stock options, Index options and Futures options. The calculator can also be used to price warrants. The addin handles American and European style call and put options with or without dividends, determining option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. Option models include BLACK-SCHOLES, Black-Scholes adjusted and BINOMIAL.

Published By:FIS Ltd

License Type:Shareware

Date Added:04 January, 2011

Version:10.1

Price:$95.00

Downloads:11

Size:53.0 KB

Platform: Windows

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