FinCalc-Lite 1.1


Category: Finance
Price: Free (iTunes)

Description:

BLACK-SCHOLES CALL & PUT OPTIONS (FinCalc-Lite)
MARGRABE EXCHANGE OPTION (FinCalc-Lite)
DIGITAL OPTION
AMERICAN OPTION
BARRIER OPTION
ASIAN OPTION

ANALYTIC PRICING
MONTE CARLO PRICING
TREE PRICING

FinCalc is perfect for quick and easy pricing of financial instruments.
It incorporates a number of standard and exotic pricing models for a range of option contracts.
This free version FinCalc-Lite, contains a limited number of the pricing models avaliable in the full version.
It includes the Black-Scholes European Call and Put Option pricer with a continuous dividend yield and therefore is also able to price options on currencies, futures and shares paying zero dividends.
It also includes the more general Margrabe Exchange Option pricer for valuing the option to exchange one asset for another asset.
In addition to providing the option price, the greek sensitivities are also calculated and displayed. Delta & Gamma, the first and second derivatives of the option price with respect to the underlying Spot price.Theta, the sensitivity with respect to time. Rho & Vega, the sensitivity to the risk-free rate and volatility respectively.
FinCalc-Pro includes pricing models for the valuation of more exotic option contracts, including pricers for American, Bermudian, & Barrier Options. Using both Monte Carlo and Tree pricing methods.
See FinCalc-Pro on the App Store for more details.





FinCalc-Lite



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