Modules
European Option Sensitivity Analysis
- Creator:
- byron
- Submitted:
- Jun 14 2006 at 5:07 pm
- Last Updated:
- Apr 5 2007 at 6:01 pm
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Description
Explore the relationship between the intrinsic value and the option value on european puts and calls.
You can record a movie of the screen while you change the volatility, interest rate, and time to expiration to create an animated explanation of the sensitivities.