Price InterpolationA Java options prices interpolation tool | |
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Price Interpolation Ranking & Summary
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- License:
- Freeware
- Publisher Name:
- Christian Fries
- Operating Systems:
- Windows All
- File Size:
- 2 KB
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Price Interpolation Description
Price Interpolation is a lightweight Java application that can simulate the Black-Scholes model and interpolate implied option price volatilities. The software runs 5 predefined scenarios, but you can specify the implied volatilities yourself. It generates evolution graphs for the interpolated prices and volatilities, as well as the probability density.
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