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Demonstrations 1 - 20 of 27
Options Board Using Black-Scholes PricesProperties of a Simple Random Walk with BoundariesVisualizing SuperellipsesBinary Options: Pricing and Greeks
Options Board Using Black-Scholes PricesProperties of a Simple Random Walk with BoundariesVisualizing SuperellipsesBinary Options: Pricing and Greeks
Haar FunctionsHyperbolic DistributionVariance-Gamma DistributionBarrier Option Pricing within the Black-Scholes Model
Haar Functions
Made for Mathematica 7
Hyperbolic DistributionVariance-Gamma Distribution
Made for Mathematica 7
Barrier Option Pricing within the Black-Scholes Model
Made for Mathematica 7
Clebsch-Gordan CoefficientsConstant Coordinate Curves for Elliptic CoordinatesChi-Squared Distribution and the Central Limit TheoremMultiple Slit Diffraction Pattern
Clebsch-Gordan Coefficients
Made for Mathematica 7
Constant Coordinate Curves for Elliptic Coordinates
Made for Mathematica 7
Chi-Squared Distribution and the Central Limit TheoremMultiple Slit Diffraction Pattern
Made for Mathematica 7
Constant Coordinate Curves for Parabolic and Polar CoordinatesDistribution of Returns from Merton's Jump Diffusion ModelPricing Power Options in the Black-Scholes ModelOption Prices in Merton's Jump Diffusion Model
Constant Coordinate Curves for Parabolic and Polar Coordinates
Made for Mathematica 7
Distribution of Returns from Merton's Jump Diffusion ModelPricing Power Options in the Black-Scholes ModelOption Prices in Merton's Jump Diffusion Model
Implied Volatility in Merton's Jump Diffusion ModelChooser OptionsAngular Spheroidal Functions as a Function of SpheroidicityGame Clock
Implied Volatility in Merton's Jump Diffusion ModelChooser OptionsAngular Spheroidal Functions as a Function of SpheroidicityGame Clock

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