Option Pricing and Hedging Applets
Try out the analytical and visual features of Option Tutor with the
following Java applets:
- The Barrier Option Calculator .
It allows you to calculate the prices, implied volatilities, and
hedge parameters of barrier options (and also ordinary "vanilla" options).
- The Option Sensitivities display, which
lets you visualize how option prices and greek parameters depend on
other variables.
Option Tutor gives you an incredible array of tools
beyond what is shown here, and interfaces easily with spreadsheets such as
Excel.
(C) Copyright 1997, OS Financial Trading System