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Description:
Provides you with pricing models to evaluate options which are American or European, Calls or Puts, and with or without dividend details.

OptDrvr allows the user to obtain option fair values, deltas, gammas, vegas, thetas, rhos and implied volatilities. This version has three models: Black and Scholes, Black & Scholes adjusted and Binomial. The Black & Scholes adjusted model can be used for pricing options using Black and Scholes model but adjusting for dividends. All models are accessed by the driver function OPTDRVR and the order of the parameters allows the user to switch between models by changing the model type parameter only. This allows users to compare the pricing models and provides an invaluable training aid to novices, whilst a powerful what-if analysis/trading tool for the more experienced users. content_stop

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