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

Other Useful Business Software
Crowdtesting That Delivers | Testeum Icon
Crowdtesting That Delivers | Testeum

Unfixed bugs delaying your launch? Test with real users globally – check it out for free, results in days.

Testeum connects your software, app, or website to a worldwide network of testers, delivering detailed feedback in under 48 hours. Ensure functionality and refine UX on real devices, all at a fraction of traditional costs. Trusted by startups and enterprises alike, our platform streamlines quality assurance with actionable insights.
Click to perfect your product now.
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of Chicago Option Pricing Model!

Additional Project Details

Operating Systems

Linux, Mac, Windows

Intended Audience

End Users/Desktop, Financial and Insurance Industry

User Interface

.NET/Mono

Programming Language

C#

Related Categories

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

Registered

2008-08-01
Report inappropriate content