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XOPTION

Publisher : EXCELQUANT
Date added : 07-Oct-2007
Rating :

File size : 0 K
Language : English
License : Shareware - Time Limit
Price : $ 25.00
OS : Windows 98/NT/2000/ME/XP/VISTA
UpdateDate : 29-Oct-2007
Requirements : No special requirements

XOPTION's Information

XOPTION is for options on stocks, stock indices, and currencies. It computes price, implied volatility, and Greeks. It uses Crank-Nicolson finite difference method for stability and convergence in solving American options.