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CPSolve - Option Pricing

CPSolve - Option Pricing
  • #: 169318
  • Price: $3.99 In Apple Store
  • Category: Finance
  • Updated: 2008-12-03
  • Current Version: 2008.11.30
  • 2008.11.30
  • Size: 0.10 MB
  • Language: English
  • Seller: Hoy Moon Limited
  • Requirements: Compatible with iPhone, iPod touch (2nd generation), iPod touch (3rd generation), iPod touch (4th generation), and iPad. Requires iOS 2.1 or later
  • © 2008 Hoy Moon Limited
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Description

CPSolve is a fast single-page utility calculator for European options prices based on a generic Black Scholes formula. Key features include:

+ Ability to price a wide variety of options, including options on futures, stocks or currencies.

+ Forward and reverse computation of any parameter, e.g. to determine implied volatility or even the implied underlying asset price.

+ Display of option sensitivities including delta, gamma, vega, theta and rho.

Keywords: call option, put option, black scholes, option volatility

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CPSolve - Option Pricing iPhone Screenshot 1

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The information may be outdated (2011-04-21 08:57:28). For actual information go to iTunes


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