ResolutionOptions - option pricing calculators

Free Trial

You can try ResolutionPro right now on a free trial basis.

derivative calculators

Benefits

ResolutionOptions provides the following benefits;

  • Enables option traders to assess fair values and portfolio risk characteristics
  • Templates allow easy additions and deletions from established portfolios
  • Coverage includes all standard models such as Black-Scholes, Black, and Cox, Ross and Rubinstein
  • Variable time-step binomial and trinomial models enable coverage of structured deals with custom cash flow patterns
  • Support for a wide range of exotic options

Screen shot of a ResolutionPro Example

Option Models

ResolutionOptions is a collection of simple, easy to use functions for the valuation and risk management of vanilla options. All functions are fully documented and accompanied by a series of comprehensive examples that set out all of the relevant intermediate results. Simple Excel® templates clearly demonstrate the structure of the functions and the necessary inputs.

Main Features

  • Suitable for stock options, FX options and commodity options
  • European, Bermudan and American options
  • Pre-built option calculators
  • Full range of option sensitivities ("Greeks"), delta, gamma, theta, vega and rho.
  • Associated functions for implied volatility, implied spot, and implied strike
  • Dilution adjustment for warrants and executive stock options (ESO) 
  • Ability to incorporate discrete and continuous dividends
  • Shipped with a set of useful Excel templates that provide examples of how the functions should be implemented

Choosing the appropriate pricing model

For more information about choosing the appropriate pricing model, explore the links below.

Choosing the Appropriate Equity Option Pricing Model

Choosing the Appropriate Currency Option Pricing Model

Choosing the Appropriate Commodity Option Pricing Model


Pricing

Resolution has a straight-forward and fair pricing model for its products which ensures that our customers receive excellent value to meet their specific needs.

For information on our pricing plans please click here.

Since everyone has different requirements, we would be more than happy to talk to you regarding a customisable pricing solution. Contact us today.