Online Options Calculator: This options calculator uses the Black-Scholes pricing model and allows you to calculate prices and Greeks for European vanilla options. You can also run the scenario analysis and plot the results against the underlying moves. The calculator makes all the same assumptions as the Black-Scholes model and uses only inputs obtained from […]

Portfolio Simulation: This tool shows the Monte-Carlo simulation for a number of risky assets. The paths are generated using uncorrelated Normal random variables and are compounded arithmetically. The solid white line shows the results for an equally-weighted portfolio consisting off all the simulated assets. You can see the effects of diversification – as you increase […]