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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.