The European Call Calculator lets users enter option-pricing inputs and calculates the value of a European call option using the Black-Scholes formula, as discussed in Chapter 13 of the book.
The random-expiration (European) Call Calculator implements the random-expiration version of the Black-Scholes European call formula, as discussed in Chapter 13 of the book.
The Binary Call Calculator implements the random-expiration version of the binary call formula, as discussed in Chapter 15 of the book.
| Stock Price | |
|---|---|
| Strike Price | |
| Volatility (%) | |
| Risk Free Rate (%) | |
| Time to Expiration | |
| Call Option Value |
| Stock Price | |
|---|---|
| Strike Price | |
| Volatility (%) | |
| Risk Free Rate (%) | |
| Expected Holding | |
| Call Option Value |
| Stock Price | |
|---|---|
| Strike Price | |
| Volatility (%) | |
| Risk Free Rate (%) | |
| Time to Expiration | |
| Call Option Value |
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