American Options Derivates
By Jose Valentin Restrep
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This application calculates american options derivates using the binomial method described in Hull's book.
Years are 360 days and months are 30 days
Future improvements will include time calendar settings, more american options variations and a pricing results table.
What's New in Version 1.10
Added the binomial tree view result.
Some view changes for future updates.
- SR 3.69
- Category: Finance
- Updated: 09 March 2010
- Version: 1.10
- Size: 0.3 MB
- Language: English
- Developer: Jose Valentin Restrep
- © Valentin Restrepo (2010)
Compatibility: Requires iOS 3.0 or later. Compatible with iPhone, iPad, and iPod touch.