THE WILLIAM MARGRABE GROUP, INC., CONSULTING, PRESENTS
THE DERIVATIVES 'ZINETM     November 2001


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The Big AppletTM  Last revised: March 02, 2002   

Sponsored by:                                                        
                                 
 FEA: Potent Analytics; www.fea.com

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.

Take a look at www.FreeOptionPricing.com 

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.

Click here to email Dr. Risk or the William Margrabe Group

ABOUT CONSULTING AT THE WILLIAM MARGRABE GROUP, INC.:
Investment, 
Risk Management, 
Derivatives, and 
Financial Engineering

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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All trademarks or product names mentioned herein are the property of their respective owners.