| The Fat Tail Option calculator makes use of Stable Distributions to estimate the theoretical value of European options. This provides a richer method with a better fit to real data and real capital market behavior than the common Black-Scholes formula. Especially, it can be used to take into account the existence of crash events. The Fat Tail Option Calculator is available as a stand-alone application or as an Add-in to MS Excel. |
| |
|
| |
Download Fat Tail Option Calculator |
|
The Fat Tail Option Calculator uses stable distributrions to calculate option values that correspond to real capital market behavior better than the Black Scholes model Fat Tail Option Calculator fat tails, option calculator, Black Scholes, stable distribution, option valuation, arbitrage, economymodels, spread, volatility, capital markets
|
| |
| Rate & Comment on Fat Tail Option Calculator |
| Other Similar Finance And Investment Free Software |
| |
| |
| StockMonkey | The StockMonkey share calculator is an application designed to make all share investment decisions a snap | Download |
| |
| Option Calculator | Option Calculator - calculates the value of put and call options (The Black-Scholes Option Pricing Model), calculates implied volatility and greeks (Delta, Vega, Gamma, Theta) | Download |
| |
| Quick Exchange | Convert between all major currencies, the program fetches the very latest exchange rates from the Internet | Download |
| |
| NPV of Discounted Cash Flows | This free financial calculator determines the present value of an investment property`s cash flows and sale proceeds for periods up to ten years | Download |
| |
| APR Calculator 32 | APR Calculator 32, 1 | Download |
| |
| Fat Tail Option Calculator | The Fat Tail Option calculator makes use of Stable Distributions to estimate the theoretical value of European options | Download |
| |
| NetStock | NetStock is a simple little stock and mutual fund internet quote retrieval program with export functionality for Quicken users | Download |
| |
| Stock Spread Calculator | Stock Spread Calculator is a financial calculator designed to help you make sound financial decisions regarding the buying and selling of stocks | Download |
| |
