Chicago Option Pricing Model download

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

Project Samples

Call vs. Put vs. Forward Prices (American Style)

Gumbel Fisher-Tippet Distribution (Extreme Value Theory)

Call Price vs. Minimum Price (European Style)

Forward Price vs Call Price (American Style)

Project Activity

See All Activity >

License

Artistic License

Follow Chicago Option Pricing Model

Chicago Option Pricing Model Web Site

Other Useful Business Software

Train ML Models With SQL You Already Know

BigQuery automates data prep, analysis, and predictions with built-in AI assistance.

Build and deploy ML models using familiar SQL. Automate data prep with built-in Gemini. Query 1 TB and store 10 GB free monthly.

Start Free

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

Related Categories

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

Registered

2008-08-01

Similar Business Software

Sharesight

Sharesight is one of the world's most popular investment portfolio trackers used in over 100 countries across the globe. It automatically tracks your stocks, ETFs, dividends, currency changes, mutual funds, stock splits & more all in one place. You can use Sharesight to see your total...

See Software
ZenTreasury

ZenTreasury is the financial contract accounting subledger for lease and treasury, built for the Office of the CFO. Your ERP posts the entry. It doesn't know the contract behind it. ZenTreasury does. Add a lease once and get the full schedule: right of use asset, liability, and period by period...

See Software
Dynamo Software

Dynamo Software is the leading end-to-end, AI-powered platform for alternative investment management, centralizing and automating front-to-back-office operations for both General Partners and Limited Partners. Trusted by 1,000+ global clients managing more than $10T in AUM, Dynamo replaces...

See Software
NaviPlan

Built on the most precise calculation engine in the financial planning market, NaviPlan® empowers firms to cater their services to any client, from simple goals-based assessments to advanced cash flow planning analysis. From simple goals-based assessments to advanced retirement income scenarios...

See Software
QUODD

Delivering innovative market data solutions for over two decades, QUODD powers the financial ecosystem with the largest integrated suite of market data APIs in the industry. Our institutional-strength data offerings are built for your business; spanning dozens of market segments and delivered...

See Software
PackHedge™

PackHedge™ is the world’s most advanced investment industry solution for Alternative/Hedge funds, Private Equity funds, Traditional/Mutual funds and many other investment instruments (UCITS, ETF, Equities, Real Estate, Forwards, Currencies, etc.) empowering quantitative and qualitative research...

See Software