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The
Big AppletTM
Last revised: March 02, 2002
Sponsored by:

Try out Daniel
Sigrist's Black-Scholes Option Pricing Calculator, implementing the Black-Scholes (1973) equation for European
Calls and Puts, and producing prices and Greeks. It's FREE!!!, and comes with no
silly old warranties. Use it freely, as is, with his compliments.
Keep Calm. Think, "I am a cloud."
1. When you browse this page, you may need to wait
15 to 30 seconds to see the calculator, because you are
downloading a copy to a cache on your hard drive.
2. However, if you don't see it, at all, you need first to
acquire a Web Browser that can execute Java applets. For
example, you can download
a free version of Netscape Communicator 4.7 free
from Netscape. If you still have problems, please send Mr. Sigrist
a description of your 1) problem, 2) hardware, e.g., Compaq Presario 9548,
3) operating system, e.g., Windows 95, 4) browser & version, e.g., Netscape Communicator 4.7.
How to Use the Option Calculator, Below
1. Enter the option's input data.
2. Click the mouse on the calculator icon to calculate the
results.
3. See results in the bottom portion of the screen.
4. Click the mouse on the [i] sign for information
about this calculator.
If you need something more than this for currency and equity
options, such as dividend yield (equity options), foreign rate of interest
(currency options), early exercise, or an option to exchange one asset for
another (Margrabe option), check out the additional FREE option pricing
applications at http://www.FreeOptionPricing.com.
If you have a question about or problem with the
applet, visit see the "Frequently Asked
Questions". If this doesn't resolve the issue, send comments or inquiries to Daniel Sigrist.
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Click
here to email Dr. Risk or the William Margrabe Group
ABOUT
CONSULTING AT THE WILLIAM MARGRABE GROUP, INC.:
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Our other web sites:
www.FreeOption
Pricing.com
Free option pricing calculators from here and around the world.
www.RiskManagement
Digest.com
Summaries
of the best articles
from the best publications
in the risk management trade press.
www.Derivatives
Digest.com
Summaries
of the best articles from the best publications
in the derivatives trade press.
www.AskDrRisk
.com
Answers to your questions about Investment,
Risk Management,
Derivatives, and
Financial Engineering
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