The Options Calculator for "Options, Futures and Other Derivatives" 7/E
and
"Fundamentals of Futures and Options Markets" 6/E
The Options Calculator enables readers to carry out calculations for European and American calls and puts, exotic options, and interest rate derivatives. Features of the software are
It is Excel-based
It includes an installation routine
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