Chicago Option Pricing Model

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Last Update: 2013-03-25

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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

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License

Artistic License

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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

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