This is a *medium-lite* version of the **OPTIONATOR**, a selection of
codes and **COM** to price and hedge portfolios of options and stocks and determine implied
volatilities.

In this version you can calculate the
option price of

European Call/Put Options | American Call/Put Options | Barrier Options | Binary Options | Bond Options |

Parameters | Output |
---|---|

All times occurring in this applet are measured in years except for the expiry (duration of the option) that is stated in days.

**Methods of Calculating Options:**:
*• binomial tree*
*• analytic formulae*
*• Monte Carlo*

You can vary the number of steps in the non-analytic methods and the number of sampling paths for the Monte Carlo calculation.

An in-depth explanation of bond, barrier and binary options will follow soon!

**Full version to come:** many more types of ** exotic
options **,

*NO* guarantee for the
correctness of the numbers!

*Otherwise have some fun with this applet!*

© 2000, waffi.com