KOptionCalculator

Hosted on SourceForge.net Logo
at http://sourceforge.net/projects/koptioncalc/

This is a simple application that computes the option prices.
For European options, it uses the BlackScholes equation for pricing
For American options, it uses the Binomial Model to compute the price

The Black-Scholes and the greeks are computed as shown here: http://www.riskglossary.com/articles/black_scholes_1973.htm

Authors

Tiberiu Stef, Purdue University, CS Dept., programming
Ionut Florescu, Purdue University, Stat Dept., theory

Compulsory disclaimer:
It is strongly recommended that you do not rely on this calculator for trading/investment, It should only be used for educational purposes
If you make trading decisions based on the results from my application, you are on your own. The author(s) will not be held liable for whatever happens.

Screenshots

Version 0.3 Version 0.4