DerivaGem Software 2.01
- Type:
- Applications > Windows
- Files:
- 1
- Size:
- 1.21 MB
- Tag(s):
- derivagem software
- Uploaded:
- May 2, 2014
- By:
- mr.finance
The Options Calculator and Applications Builder - It is Excel-based - It now carries out calculations for credit derivatives and interest rate derivatives, as well as for options on stocks, indices, currencies, and futures - It calculates prices, implied volatilities, and the Greeks - It implements normal and lognormal interest rate models to value American-style interest rate options - It displays charts showing the relationships between variables - It displays the binomial/trinomial trees used for valuation
This is Hull's derivatives calculator made in Excel. It is a very good tool for derivatives pricing calculations.
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