OptionsCalc Binomial Online | FinTools

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Market data from your quote vendor can be automatically passed to the custom functions via Dynamic Data Exchange. Employee stock option valuation: Non-dividend paying equities the original Black: Futures financials, energy, FX, commodities Garman-Kohlhagen: Spot foreign exchange Modified Black-Scholes: Dividend yield input equities, indices, bonds Whaley: Assets with a continuous yield Values American-style early-exercise Eurodollar: Dividend paying equities, discrete dividends nearest-dividend dates B-S French: Assets generating discrete cash flows dividends Full early exercise considerationDiscrete cash flows or yield inputAmerican, European and Bermuda style exercise.

Method of Lines Carr: An efficient, accurate analytical valuation of American-style options. Based on the work of Peter Carr, formerly of Cornell University. Constant Elasticity of Variance model calculates option values based on non-constant volatility assumptions. Real Options and Capital Project analysis using option pricing theory. Calculates option values for returns that do not follow the normal distribution.

Calculates option values considering the employee exercise behavior using Monte Carlo simulation. Calculates the values of American-style options using several lattice or tree methods.

Binomial, Enhanced Binomial and Trinomial techniques are included in this set. Schedule your free live demo today. Follow Us Twitter LinkedIn.

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