OptionMatrix ¶
This manual is for OptionMatrix (version 1.4.4, 18 January 2025), which is a financial derivatives calculator.
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OptionMatrix
© 2013 Anthony Bradford
Short Table of Contents
Table of Contents
- 1 Overview
- 2 Invoking the OptionMatrix Programs
- 3 Graphical Application optionmatrix
- 4 Curses
optionmatrix_console - 5 Models supported
- 5.1 BSM
- 5.2 American Options
- 5.3 Single Asset Options
- 5.4 Two Asset Options
- 5.5 Jump Diffusion
- 5.6 Trees & Finite Differences
- 5.7 Monte Carlo
- 5.8 Discrete Dividend
- 5.9 Currency
- 5.10 Futures
- 5.11 Interest Rate Derivatives
- 5.12 Asian
- 5.13 Implied Volatility
- 5.14 Bonds
- 5.15 Term structures
- 5.16 Misc
- 5.17 Pre-BSM
- 6 Downloading and Installation
- 7 Documentation
- 8 Reporting bugs
- Appendix A GNU Free Documentation License
- Concept index