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INTERMARK OPTIONS

The Options Kit add-in calculates option price and implied volatility for European and American style options. It also calculates sensitivities, such as Delta, Gamma, Fugit, Kappa (Vega), Rho, Theta and Theta2. It uses Black, Black Scholes, Garman-Kolhagen and Cox-Rubenstein (binomial) models for the calculations. Users have ability to change the number of steps to over 600 for Cox-Rubenstein (binomial) model. It also contains a cumulative Normal distribution function to provide extra flexibility. This enables the users to produce pricing matrices, risk return profiles and implied volatility analysis for either individual or portfolio of options. The models take account of constant and/or discrete dividend payments when calculating the values. 

The options add-in calculates theoretical values for options on the following financial instruments: 

Bonds Commodities Currencies Futures Stocks Stocks Indices 

 

    Intermark Swaps
   
Intermark Zero   
   
Intermark Exotics   
   
Intermark Options   
   
Intermark Yield  
    Advanced Exotics  
    Local Volatilities  
    Special Offer  


3-D graphical option simulator for option analysis. Users can view the effect of changes in any of the key option variables. 


The Options Kit can be incorporated with the Intermark Exotics, Zero, Yield, and Swap add-ins. This provides users with a powerful toolkit to create complex models combining bonds, bond futures, options, and swaps.

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