Cambridge Risk Dynamics - Spreadsheet for the shares in the FT-30 index. Allows Value at Risk calculations for portfolios composed of long or short positions in 30 major UK shares
EZTrade - Options analysis tools for stocks, indexes and commodities
Financial Trading System - Based on a trinomial lattice. It calculates the prices and implied volatilities of vanilla options as well as barrier options, and produces the hedge parameters.
Simple Options Applet - Applet to calculate Vanilla options values. By William Sundberg
The Option Pricing Program - Prices American or European call or put options with a continuous (or zero) dividend rate numerically using a binomial tree algorithm. It also allows calculation of implied volatility for an option of any sort.