Programs |
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During my time as a financial developer I have also made a number of web based application to make calculations on derivatives. Some of the programs also have built-in graphics. The graphics are made by a class library called JpGraph. Thanks to this library it is possible to create advanced graphical presentations. Below you will find the programs which allows you to try the calculations by your own. The programs calculate values for Options, Futures/Forwards and other derivatives. With one of the programs you can try different strategies with Options. I made most of these programs during my vacation in Cullera, Spain, in the summer of 2002. I have also added some other programs; a general function plotter, a program for plotting saved data (made by the option programs) and a program for numerical calculations of roots and integrals for a given function. If you have any suggestions please write to me and tell me what you would like to see on this web page. |
Financial Calculations: Analytical methods for Equitiy Derivatives | ||
Generalized Black-Scholes method |
For many types of European options. | Link |
Barone Adesi Whaley |
For American options. | Link |
Bjerksund Stensland |
For American options. | Link |
Roll Geske Whaley |
For American call options. | Link |
Options strategies |
For American and European options. | Link |
Financial Calculations: Numerical methods for Equitiy Derivatives | ||
Binomial models |
For American and European options. | Link |
Binomial Analyzer |
For the convergence of binomial models. | Link |
Crank Nicholson |
To solve the Black-Scholes PDE. | Link |
Monte-Carlo simulations |
Of European options. | Link |
Volatilities and Smile |
With graphics. | Link |
Volatilities |
On Swedish stocks with options. | Link |
Financial Calculations: Exotic Options | ||
Look-back options |
For European options. | Link |
Digitala options |
For European options. | Link |
Single Barrier Options |
For European options. | Link |
Single Barrier Options |
For European options using trinomial tree. | Link |
Financial Calculations: Models for Bonds, Interests and Interest Rate Derivatives | ||
Interest Rate Calculator |
For convertions between different rates. | Link |
Bootstrap Calculator |
For simple bootstrap calculations. | Link |
Bond Calculator |
For simpel bond calculations. | Link |
Advanced Bond Calculator |
For advanced bond calculations. | Link |
Vasicek Bond Calculator |
For zero-coupon bond calculations. | Link |
Vasicek Bond Option Calculator |
For options on zero-coupon bonds. | Link |
CIR Bond Calculator |
For zero-coupon bonds with Cox-Ingersoll-Ross. | Link |
CIR Bond Option Calculator |
For options on zero-bonds with Cox-Ingersoll-Ross. | Link |
Black-Derman-Toy Trees |
For interest rate tree calculations. | Link |
Black-Derman-Toy Options |
For options on bonds. | Link |
Black-Derman-Toy Callables |
For callable bonds and OAS | Link |
Black-Derman-Toy Putables |
For Putable bonds and OAS | Link |
Black-Derman-Toy Swaptions |
For Swaption calculations | Link |
Programs for numerical calculus and graphs | ||
Function plotter |
With graphics. | Link |
Data plotter |
With graphics. | Link |
Numerical Analysis |
Calculate roots and integrals. | Link |