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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 options written on stocks, currencies, and commodities
- European, Bermudan and American options
- Full range of option
sensitivities ("Greeks")
- Associated functions for implied
volatility, implied spot, and implied strike
- Dilution adjustment
for warrants and executive stock options
- 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
Resolution aims to deliver our customers excellent value without compromising
on quality.
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Monthly subscription
(min 1 year subscription) |
Purchase of licence |
| ResolutionOptions |
USD $50/mnth |
USD $900 |
Since everyone has different requirements, we would be more than happy to talk to you regarding a customisable pricing solution. Contact us today.
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Benefits |
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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
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Trial |
You can also download and evaluate fully-functional models on a 5-day free trial basis. For information on our evaluation policy click here.
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