A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.

Project Samples

Gaussian Normal Distribution Call vs. Put vs. Forward Prices (American Style) Gumbel Fisher-Tippet Distribution (Extreme Value Theory) Call Price vs. Put Price (European) Call Price vs. Minimum Price (European Style) Forward Price vs Call Price (American Style)

Project Activity

See All Activity >

Categories

Investment Management, Calculators, Graphing Calculators

License

Artistic License

Follow Chicago Option Pricing Model

Chicago Option Pricing Model Web Site

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Additional Project Details

Operating Systems

Linux, Mac, Windows

Intended Audience

Financial and Insurance Industry, End Users/Desktop

User Interface

.NET/Mono

Programming Language

C#

Related Categories

C# Investment Management Software, C# Calculators, C# Graphing Calculators

Registered

2008-08-01
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