This Java Applet is a (very) lite version of the **OPTIONATOR**, a selection of
codes and COM objects to price options and determine implied
volatilities.

In
this restricted version you can either calculate the option
price of ** European and American Call/Put options** for
given parameters or you can plot the price and a choice of one of
the standard greeks for different parameters. The parameters
implemented here are initial stock
price, strike price, interest, (continuous) dividend, and volatility. The greeks
implemented are delta, gamma, vega, theta, and rho. All times occurring in this
applet are measured in years, except for the date of expiration of the
option, given in days.

There is a choice of binomial-tree or analytic methods for determining the price. You can also vary the number of steps in the binomial tree.

The full version will contain many more types of ** exotic
options **,

**There is no guarantee for the
correctness of the numbers generated here!**

Otherwise have some fun with the applet!

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