Java Options Calculator

This is an Options Calculator which allows you calculate prices of European and American options and implied volatilities. For American Options it uses a standard binomial tree approach described in Hull. For European options there is a choice of a binomial tree or Black-Scholes formula (the calculator gives almost the same answer). source code to the Applet

The Option Prices

Please email me if you have any questions.

Last modified 20 February 1997