European Options 1.0

for obi Fox S453

Easily compute price and greeks of european-style option derivatives.
European Options is an handy app to compute price and greeks of Vanilla, Digital and Barrier european-style options (for definitions we refer to the standard book "Hull - Options, futures and other derivatives"). It is planned to add more exotic options. Price and greeks are computed via analytical formulas (Black-Scholes).