by admn_sswebv2 | Aug 1, 2015
Garman-Kohlhagen Model An online model with Garman-Kohlhagen formula. It is a formula for estimating the value of a European call option on foreign exchange. It assumes the risk-free interest rate (being paid on the foreign currency) as a continuous dividend yield,...
by admn_sswebv2 | Aug 1, 2015
Option Pricing – Black-Scholes Model An online mathematical model of a financial market containing certain derivative investment instruments. From the model, one can deduce the Black–Scholes formula, which gives the price of European-style options. Browser not...
