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ExoPricer

Often, investors have the misconception that options are highly complex and overly risky

Often, investors have the misconception that options are highly complex and overly risky

ExoPricer

by Dubesoft
ExoPricer
ExoPricer
ExoPricer

What is it about?

Often, investors have the misconception that options are highly complex and overly risky. ExoPricer can help you to understand how options are priced. It is a powerful tool to prepare yourself for investment bank job interviews, to educate yourself about complex derivatives or use it as a study aid.

ExoPricer

App Details

Version
1.0.1
Rating
(6)
Size
22Mb
Genre
Finance Business
Last updated
June 4, 2014
Release date
April 1, 2014
More info

App Screenshots

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App Store Description

Often, investors have the misconception that options are highly complex and overly risky. ExoPricer can help you to understand how options are priced. It is a powerful tool to prepare yourself for investment bank job interviews, to educate yourself about complex derivatives or use it as a study aid.

Quite simply, ExoPricer prices financial derivatives. It is also a comprehensive collection of descriptions and formulas of many vanilla and exotic options. We provide an intuitive interface that not only allows you to price the derivative, but also to understand the underlying dynamics between various parameters that feed into the pricing equation.

We support the following options:
- European and American Vanilla Options
- Binary Options
- Range Accrual
- Barrier Options
- American Barrier Options
- Asian Options (Geometric and Arithmetic Average)
- Lookback Options
- Log Contract
- Power Options
- Rainbow Option
- and more to come…

For each option, we support the calculations of its prices, Greeks, including:
- Delta
- Gamma
- Theta
- Rho
- Vega

Additionally, a sensitivity plot can be generated for prices or Greeks versus any input parameter.

ExoPricer was developed by Blue Mountain Consultants, LLC. For any questions or comments please contact us at [email protected]