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OPM 4+
Rex Burdett
Designed for iPhone
-
- Free
iPhone Screenshots
Description
The OPM App provides option pricing across numerous models for the following option types: Vanilla, Binary, Barrier, Lookback and Asian.
Viewing pricing variance across many different models provides a useful reality check.
Please be aware that the exotics may take a minute or two to calculate as will the vanilla options if the steps parameter is set high enough. Each price displayed represents a distinct model so it does take a little time to work through all the calculations.
Dependent upon applicability to the option type, the following pricing models are used:
- Black-Scholes (vanilla) and Black-Scholes type closed-form solutions (others)
- Monte Carlo simulation (trials and samples per day are user-input variables)
- various flavors of binomial and trinomial trees (time steps is a user-input variable)
- finite difference methods (implicit, explicit, and hopscotch - with and without change of variables - time steps and underlying multiplier steps are user-inputs)
- control variate
Contract user-input variables are (of course):
1) underlying (spot/future)
2) strike
3) volatility
4) days to expiration
5) risk-free rate
6) underlying yield.
For barrier options, barrier up and barrier down are user-input. Additionally, due to the lack of asian trees recombining, asian time steps are a separate input.
What’s New
Version 1.02
iOS 16 compatible
App Privacy
The developer, Rex Burdett, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer's privacy policy.
Data Not Collected
The developer does not collect any data from this app.
Privacy practices may vary, for example, based on the features you use or your age. Learn More
Information
- Seller
- Rex Burdett
- Size
- 1.6 MB
- Category
- Finance
- Compatibility
-
- iPhone
- Requires iOS 14.7 or later.
- iPod touch
- Requires iOS 14.7 or later.
- Mac
- Requires macOS 12.0 or later and a Mac with Apple M1 chip or later.
- Apple Vision
- Requires visionOS 1.0 or later.
- Languages
-
English
- Age Rating
- 4+
- Copyright
- © 2023 Rex Burdett
- Price
- Free