Programs

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