OPM 1.02

Rex Burdett ❘ Freeware ❘
iOS

Report a Problem

Dies ist kein Download-Formular!

Die UpdateStar-Programmdatenbank wird von Anwendern für Anwender gepflegt.
Mit deiner Unterstützung hilfst du allen anderen Anwendern, ihr Software-Setup auf dem neuesten Stand zu halten. Bitte fülle alle Felder aus, die nicht korrekt oder nicht aktuell sind. Wir werden deine Aktualisierung schnellstmöglich berücksichtigen.
Vielen Dank, dass du UpdateStar unterstützt!

Titel:

Kategorie:

Anforderungen:

Android

iOS

Windows

Mac

Linux

Lizenz:

Hersteller:

Hersteller URL:

Beschreibung:

The OPM App offers a range of option pricing models applicable to various option types, including Vanilla, Binary, Barrier, Lookback, and Asian options.

Evaluating pricing variance across multiple models can serve as a valuable check on the robustness and realism of the valuations.

Please note that calculations for exotic options may require several minutes to complete, particularly if the steps parameter is set to a high value. Similarly, vanilla options may also experience increased computation times under these conditions. Each displayed price corresponds to a distinct model, so processing time depends on the number of models and the complexity of calculations involved.

The following pricing models are employed where appropriate for each option type:

<ul>
<li>Black-Scholes model and closed-form solutions resembling Black-Scholes (for vanilla options)</li>
<li>Monte Carlo simulation, with user-defined parameters for trials and samples per day</li>
<li>Various binomial and trinomial tree methods, with user-input time steps</li>
<li>Finite difference techniques, including implicit, explicit, and hopscotch schemes, with optional change of variables; parameters such as time steps and underlying multiplier steps are user-defined</li>
<li>Control variate methods to improve estimation accuracy</li>
</ul>

Contract-specific input variables include:

<ol>
<li>Underlying asset (spot or future price)</li>
<li>Strike price</li>
<li>Volatility</li>
<li>Days until expiration</li>
<li>Risk-free interest rate</li>
<li>Underlying yield</li>
</ol>

For barrier options, the barrier level (up or down) is specified by the user. Additionally, since Asian options lack recombining tree structures, their time steps are input separately to facilitate accurate modeling.

Tags:

Kurzbeschreibung:

Installierte Version unbekannt?

Aktuelle Version:

Download URL:

Direkte Download URL:

Online-Shop URL:

Icon URL:

Screenshot 1 URL:

Screenshot 2 URL:

Screenshot 3 URL:

Screenshot 4 URL:

PAD Datei URL:

Kommentar:

Ihre E-Mail:

Newsletter:

Bitte gib deine E-Mail-Adresse ein, wenn wir dich für evtl. Rückfragen kontaktieren können. Wir geben deine E-Mail-Adresse niemals an Dritte weiter.

Screenshots (Klicken, um zu vergrößern)

Verwandt

Allied First Bank -Banking AF!

Welcome to Banking AF from Allied First Bank. We would like to introduce you to our Asterisk-FREE approach to banking. With no hidden fees and no surprises, we are committed to providing a transparent banking experience.

BillMari Wallet

We proudly present the inaugural and enduring Black-led Bitcoin Wallet. It is a product meticulously crafted by our team of engineers scattered across the African Diaspora, underscored by the unwavering backing of our esteemed community at …

Federal Benefits Service

The Federal Benefits Service mobile application serves as a comprehensive platform designed to support federal employees in understanding and managing their benefits and Thrift Savings Plan (TSP) investments.

FERS Calculator

The Federal Employees Retirement System (FERS) retirement annuity calculator offers federal employees a useful tool for estimating their potential retirement benefits.

FERS+CSRS Retirement Estimator

FERS+CSRS is a retirement estimator designed specifically for US Federal Employees. It provides free annuity estimates for both FERS and CSRS employees, with the option to upgrade for additional features.

Northeast Family FCU

Northeast Family Federal Credit Union's Mobile App provides convenient banking on the go. Whether you're using an iPhone or iPad, you can easily manage your accounts, pay bills, and locate ATMs.

Neueste Version
1.02

Sichere, kostenlose Downloads geprüft von UpdateStar

Bleib up-to-date
mit UpdateStar Freeware.

Neueste Reviews

	Far Manager Effiziente Dateiverwaltung mit Far Manager
	Telegram Desktop Sicheres Messaging und Dateifreigabe mit Telegram Desktop.
	DVDFab DVDFab: Ihre All-in-One-DVD/Blu-ray-Lösung!
	Free Download Manager Steigern Sie Ihre Download-Geschwindigkeit mit Free Download Manager!
	Sky Go Sehen Sie sich Ihre Lieblingssendungen unterwegs mit Sky Go an!
	Hard Disk Sentinel PRO Überwachen Sie den Zustand Ihrer Festplatte mit Hard Disk Sentinel PRO!

Beliebteste Downloads

	UpdateStar Premium Edition Mit der UpdateStar Premium Edition war es noch nie so einfach, Ihre Software auf dem neuesten Stand zu halten!
	Google Chrome Schneller und vielseitiger Webbrowser
	Microsoft Edge Ein neuer Standard beim Surfen im Internet
	Microsoft Visual C++ 2015 Redistributable Package Steigern Sie Ihre Systemleistung mit Microsoft Visual C++ 2015 Redistributable Package!
	Microsoft OneDrive Optimieren Sie Ihre Dateiverwaltung mit Microsoft OneDrive
	Microsoft Visual C++ 2010 Redistributable Wesentliche Komponente zum Ausführen von Visual C++-Anwendungen