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Convexity at Mac App Store analyse

Applause Code, LLC

Business Finance

6,181 ratings · Power index: 100

Free Mac App Store Follow Website

Version 1.0

Size 93.93 Kb

Updated 9 years ago

Released 05 Jan 2012

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Description

Convexity is a straightforward implementation of the Black-Scholes model for pricing European put and call options. The price of both put and call options is calculated and displayed instantly when any of the inputs are changed - no need to press a calculate button. It can also calculate the implied volatility given the price of the options. All of the greeks (delta, theta, rho, vega, and gamma) are calculated and displayed as well, on a single easy to read screen. You can choose the quotation convention of both the risk free rate and the dividend rate on the settings page. The settings page is also where you choose between calculating price or implied volatility and choose between entering the options term or maturity date. The app works just as well for currency and assets other than stocks. Written by a professional options trader and mathematics Ph.D.

Estimates

Monthly Downloads > 2.2k

Est. Revenue ~ $900

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Devices

iPhone3GS iPadWifi iPad3G iPhone4 iPodTouchThirdGen iPodTouchFourthGen iPad2Wifi iPad23G iPhone4S iPadThirdGen iPadThirdGen4G iPhone5 iPodTouchFifthGen iPadFourthGen iPadFourthGen4G iPadMini iPadMini4G iPhone5c iPhone5s iPadAir iPadAirCellular iPadMiniRetina iPadMiniRetinaCellular iPhone6 iPhone6Plus iPadAir2 iPadAir2Cellular iPadMini3 iPadMini3Cellular iPodTouchSixthGen iPhone6s iPhone6sPlus iPadMini4 iPadMini4Cellular iPadPro iPadProCellular iPadPro97 iPadPro97Cellular iPhoneSE iPhone7 iPhone7Plus

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