Black-Scholes Options Solver
Solve Put, Call and Volatility
무료
1.0for iPhone, iPod touch
Age Rating
Black-Scholes Options Solver 스크린 샷
About Black-Scholes Options Solver
Simple and effective Black-Scholes solver to help you price different stock option chains. Allows you to calculate put / call option prices given volatility or solve for volatility given a put / call option price. In addition to the standard solver, this calculator lets you test the sensitivity of your answer to the different input variables. Quickly adjust any variable in the equation to see how it affects the final answer. Simply use the provided scroll bars once entering a value to adjust (on the fly) the final answer.
Variables which allow for sensitivity study include:
- Stock Price
- Option Strike Price
- Risk-Free Interest Rate
In addition to solving the standard Black-Scholes formula, this calculator also adjusts the solution to account for dividends (if applicable) in the underlying stock. However, dividends can also be excluded from the calculation and set to zero if the user desires a true original Black-Scholes value.
Standard inputs into the solver include:
- Volatility
- Call Price
- Put Price
- Current Stock Price
- Date of Option Expiration
- Stock Dividend Rate
- Risk-Free Interest Rate
Solutions from the solver include:
- Volatility Given Put Price
- Volatility Given Call Price
- Put Price Given Volatility
- Call Price Given Volatility
Slight rounding errors in the final solution may exist due to the standard approximation made to solve the cumulative normal distribution function. However, the final value with these errors matches closely to many other Black-Scholes solvers available today.
Variables which allow for sensitivity study include:
- Stock Price
- Option Strike Price
- Risk-Free Interest Rate
In addition to solving the standard Black-Scholes formula, this calculator also adjusts the solution to account for dividends (if applicable) in the underlying stock. However, dividends can also be excluded from the calculation and set to zero if the user desires a true original Black-Scholes value.
Standard inputs into the solver include:
- Volatility
- Call Price
- Put Price
- Current Stock Price
- Date of Option Expiration
- Stock Dividend Rate
- Risk-Free Interest Rate
Solutions from the solver include:
- Volatility Given Put Price
- Volatility Given Call Price
- Put Price Given Volatility
- Call Price Given Volatility
Slight rounding errors in the final solution may exist due to the standard approximation made to solve the cumulative normal distribution function. However, the final value with these errors matches closely to many other Black-Scholes solvers available today.
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최신 버전 1.0의 새로운 기능
Last updated on Jan 3, 2018
오래된 버전
This app has been updated by Apple to display the Apple Watch app icon.
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Version History
1.0
Jan 3, 2018
This app has been updated by Apple to display the Apple Watch app icon.
Black-Scholes Options Solver FAQ
제한된 국가 또는 지역에서 Black-Scholes Options Solver를 다운로드하는 방법을 알아보려면 여기를 클릭하십시오.
Black-Scholes Options Solver의 최소 요구 사항을 보려면 다음 목록을 확인하십시오.
iPhone
iOS 11.2 이상 필요.
iPod touch
iOS 11.2 이상 필요.
Black-Scholes Options Solver은 다음 언어를 지원합니다. 영어