VIRTUAL REALITY OPTION WORLD

3D graphs of your favorite option formulas!

BLACK-SCHOLES TO THE PEOPLE

Black-Scholes formula implemented in over 30 languages including VB.NET, Clean, Ruby, and Lisp.

GAMMA IN FOUR DIMENSIONS

Gamma as function of time, price and volatility. Zooom!

AMERICAN MONTE CARLO

American Monte Carlo java calculator.

QUASI-RANDOM MONTE CARLO VALUATION

MONTE HALL MONTE CARLO

Door one, two or three?

EXOTIC FANTASYLAND

How to price exotic options beyond your wildest dreams!

3-DIMENSIONAL LATTICE MODELS

3-dimensional binomial and trinomial models are extremely flexible models that can be used for valuation of a large number of different options on 2 correalted assets.

INCREASING THE ACCURACY OF VEGA

Increasing the accuracy of pi.