Derivatives Internet Links
for
ONLINE
CALCULATORS
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index
- Peter Hoadley
- includes: on-line calculators, on-line turorials, downloadable applications, and an Excel add-in
- Robert's Online Applications! - includes: Option Strategy, Stock Volatility Charts, Derivatives Pricer, Option Pricer (Euro/Amer), Portfolio Pricer [Plain and Java versions]
- Options Calculator - (Monep) Black/Scholes, Baron-Adesi, Whaley
- Options Calculator (Montgomery Investment Technology) - Black-Scholes Euro/Amer, Whaley, Pseudo American for Euro/Amer and Bermudan options; also Lookback and Bonds calculators
- Java Calculators (Axone Services) - calculators for options, multiple options, bonds, forward rates analysis
- Numa Financial Systems - calculators for: options, multiple options, convertible bonds, warrants
- Options Dynamics (C.R. Harvey, Duke Uni.) - Euro/Amer options; animations, option arbitrage relations
- Option Pricing Program (Queen's University, Canada) - Euro/Amer [Java]
- WebRisk Option Calculator - Euro/Amer with chart; also Yield Curve Calculator, Date Convention Applet [Java]
- Options Calculator (OptionVue) - Black/Scholes model for Euro, and Probability Calculator
- Option Pricing Online (PMpublishing) - Euro/Amer
- Option Pricer (Kredietbank Petercam Derivatives) - Prices and evaluate portfolios of options; a value-at-risk calculator has also been integrated [Java]
- Options Calculator (Boston University) - Euro/Amer; also includes a Fixed Income Yield Calculator [Java]
- Capital Market Risk Advisors - Risk management consultancy
- VaR Calculator (JP Morgan) - Value-at-Risk (VaR) calculator for measuring the risk of a foreign exchange portfolio [JavaScript]
- Espen Gaarder Haug Home (Espen Haug) - Options valuation models: generalized Black-Scholes, Black-76, First-Then Barrier Options, Local Volatility Surface, Curve Fitting, Jump-Diffusion, Skewness and Kurtosis.
- Options applet - [Java]
- Ashwin's Applet Factory (Illinois Wesleyan University) - Euro/Amer, stock/currency, asset/cash or nothing options calculators [Java]
- Blue Canvas - Calculators for the valuation of derivatives - IRS, CMS, Caps & Floors, Equity Options [dynamic HTML / remote C++]
- Black-Scholes Option Calculator (The Derivative 'Zine) - fair value prices and greeks [Java]
- Barrier Option Pricing Calculator (Financial Trading System) - calculates prices and implied volatilities of vanilla options and barrier options, and produces the hedge parameters; based on a trinomial lattice [Java]
- fxoptions.net - Calculators for pricing fx derivatives [Java]
- The Option Meister - Black-Scholes option model for Euros
- Recommended
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