BS Option Pricer for iOS

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Developer’s Description

A state of the art app for option pricing using the Black & Scholes or the Binomial method.This App allows you to calculate the price of an...

A state of the art app for option pricing using the Black & Scholes or the Binomial method.This App allows you to calculate the price of an american or european option based on the characteristics of the option and the value of the stock.This pricing take into account a potential dividend, either as a continuous yield or with 6 payments at various future dates.You can also calculate the Implied Volatility based on the current option price, the stock price and the characteristics of the option.A graph display the results and 3 sliders allow to modify easily the value of some parameters with an instant visual update on the chart. A choice of delta, gamma to theta indicator is also displayed on the chart.When you place you finger on the curve, a crosshair appears and gives the value of the option for a specific asset price.All those charts are interactive and updated in real time when you use the sliders to modify the parameters.The algorithms used in this app have been developed and validated in partnership with the Finance Department of the University of Adelaide (Australia).