European Options

European Options


Easily compute price and greeks of european-style option derivatives.
European Options is an handy app to compute price and greeks of Vanilla, Digital and Barrier european-style options (for definitions we refer to the standard book "Hull - Options, futures and other derivatives"). It is planned to add more exotic options. Price and greeks are computed via analytical formulas (Black-Scholes).
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5.0
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3
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100+
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File size
183 kb
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About European Options
Easily compute price and greeks of european-style option derivatives.
European Options is an handy app to compute price and greeks of Vanilla, Digital and Barrier european-style options (for definitions we refer to the standard book "Hull - Options, futures and other derivatives"). It is planned to add more exotic options. Price and greeks are computed via analytical formulas (Black-Scholes).

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