OTHER OPTION CALCULATORS
(links open new windows)
Downloadable calculators:
- Derivagem, included in John Hull's world-famous book on derivatives entitled 'Option, Futures and Other Derivatives';
- ROC, by legendary Mark Rubinstein;
- Snowgold option calculator;
- Premia, fruit of the work of a group of French researchers.
Online calculators (in no particular order):
Special projects (requiring programming knowledge):
- QuantLib, an open-source C++ library for quantitative analysts.
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