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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
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Intermark
Swaps
Intermark
Zero
Intermark
Exotics
Intermark
Options
Intermark
Yield
Advanced
Exotics
Local
Volatilities
Special
Offer
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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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Created by EGAR Technology Inc. © 2000-2006 All rights reserved. |
risk management, trading system software, strategic risk analysis, portfolio management, option trading systems, model portfolio, equity derivatives, trading software, modeling portfolios, VAR, foreign exchange, risk assessment, commodity analysis, equity derivatives, options, risk management, trading system software, strategic risk analysis, portfolio management, option trading systems, model portfolio, equity derivatives, trading software, modeling portfolios, VAR, foreign exchange, risk assessment, commodity analysis, equity derivatives, options, risk management, trading system software, strategic risk analysis, portfolio management, option trading systems, model portfolio, equity derivatives, trading software, modeling portfolios, VAR, foreign exchange, risk assessment, commodity analysis, equity derivatives, options, risk management, trading system software, strategic risk analysis, portfolio management, option trading systems, model portfolio, equity derivatives, trading software, modeling portfolios, VAR, foreign exchange, risk assessment, commodity analysis, equity derivatives, options |
