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OPM for iOS

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Developer’s Description

By Rex Burdett
The OPM App provides option pricing across numerous models for the following option types: Vanilla, Binary, Barrier, Lookback and Asian. Viewing...
The OPM App provides option pricing across numerous models for the following option types: Vanilla, Binary, Barrier, Lookback and Asian. Viewing pricing variance across many different models provides a useful reality check.Please be aware that the exotics may take a minute or two to calculate as will the vanilla options if the steps parameter is set high enough. Each price displayed represents a distinct model so it does take a little time to work through all the calculations.Dependent upon applicability to the option type, the following pricing models are used: - Black-Scholes (vanilla) and Black-Scholes type closed-form solutions (others) - Monte Carlo simulation (trials and samples per day are user-input variables)- various flavors of binomial and trinomial trees (time steps is a user-input variable)- finite difference methods (implicit, explicit, and hopscotch - with and without change of variables - time steps and underlying multiplier steps are user-inputs)- control variate Contract user-input variables are (of course): 1) underlying (spot/future)2) strike3) volatility4) days to expiration5) risk-free rate6) underlying yield. For barrier options, barrier up and barrier down are user-input. Additionally, due to the lack of asian trees recombining, asian time steps are a separate input.
Icon of program: OPM

OPM for iOS

Download now

Used OPM for iOS?

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Full Specifications

GENERAL
Release
Latest update
Version
1.00
OPERATING SYSTEMS
Platform
iOS
Operating System
iOS 12.1.2
Additional Requirements
Compatible with iPhone, iPod Touch, and iPad. Requires iOS 3.1 or later. iTunes account required
POPULARITY
Total Downloads
26
Downloads Last Week
0
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