MathFinance Option Calculator  

The MathFinance Option Calculator 

Here we present a pre-release of a calculator for prices and Greeks of European Options based on analytical formulas. The discounting  convention is (1+r)-T, a year has 365 days.

The calculator is for academic purposes only. We do not guarantee the correctness of the computed values. In no event will MathFinance be liable for any damages caused by using this calculator.

Please email us bugs or comments. A multi-asset option pricer by Carlos Veiga is available here.

A commercial version as DLL can be ordered here. An optioncalculator as Java applet. 

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