OptionMatrix PDF manual

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5 Models supported

The OptionMatrix programs support the following models:

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

Download OptionMatrix

Download OptionMatrix
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OptionMatrix PDF manual