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 | |
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Strike Price | |
Volatility (%) | |
Risk Free Rate (%) | |
Time to Expiration | |
Call Option Value |
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Strike Price | |
Volatility (%) | |
Risk Free Rate (%) | |
Expected Holding | |
Call Option Value |
Stock Price | |
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Strike Price | |
Volatility (%) | |
Risk Free Rate (%) | |
Time to Expiration | |
Call Option Value |