Die Webseite des Australiers Peter Hoadley ist eine wahre Fundgrube an Tools für Trader. Neben Werkzeugen zur Analyse gibt es eine Reihe von Online-Rechnern, die bei der Kalkulation von Formeln aus der Finanzmathematik sehr hilfreich sein können.
Die Mehrzahl der Tools sind frei zugänglich, es gibt aber auch mehrere kostenpflichtige Excel Addons.
Über Peter Hoadley Portfolio
ZITAT
The financial toolset is widely used (in 83 countries) by private investors, consultants, banks, hedge funds, asset managers and other financial institutions, non-financial institutions, and government instrumentalities. From the stream of unsolicited positive feedback I receive, I’m confident I’m meeting my objectives in terms of functionality, quality and price.
Black-Scholes model without dividendsBest to be used for Equity Call warrants (European and American-style) and European-style Equity Put warrants.
Sensitivity coefficients "Greeks" are adjusted for the conversion ratio of the warrant.
Provides the ability to analyse the various measures (sensitivity coefficients) by 4 different factors like share price, time to maturity, interest rate and volatility.
The results are shown graphically.
Dear Trader,
Black-Scholes Pricing Analysis
Nov 12 2007, 10:01 PM
