This is the Linux app named Chicago Option Pricing Model whose latest release can be downloaded as ChicagoOptionPricingCalculator.zip. It can be run online in the free hosting provider OnWorks for workstations.
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SCREENSHOTS
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Chicago Option Pricing Model
DESCRIPTION
A graphing calculator implementation of the Black-Scholes Option Pricing Model, with extensions for both American Style Options and Extreme Value Theory.
Audience
End Users/Desktop, Financial and Insurance Industry
User interface
.NET/Mono
Programming Language
C#
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/chipricingmodel/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.
