ID: derivatives.financial.americanoptionpricingsolver
Version: 1.2
Size: 0 Mb
American Option Pricing Solver Screenshots
How to setup American Option Pricing Solver apk for android
- For Android 4.0 or higher:Please to Settings, look down to Security, and select Unknown sources. Choosing this choice will enable to install apps download from the internet.
- For devices running on lower Android 4.0:
Please go to Settings - open the Applications option, and select Unknown sources, click OK on the popup alert.
American Option Pricing Solver Details
The price of an American option is a function of the spot price of the underlying, strike price, volatility, time of maturity, risk free rate and the dividend rate of the underlying. If a field is left empty, the unknown value that matches the other parameters will be obtained. In this model underlying drift is eliminated. The probability measure is set to jump up is inverse to jump down.What's new in American Option Pricing Solver 1.2
Release 1.2: We increase the maximun iterations number in Newton algorithm for getting a result more accurate, The tree for pricing the American options has more levels (We divide the time interval by more intervals). This version shows a progress dialog while performs the calculating task.Download American Option Pricing Solver 1.2 mod APK
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