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

 

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 dividends

 

Best 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.

 

 

http://img106.imageshack.us/img106/3456/blackscholescalculatorod9.jpg

Black-Scholes model with dividends

 

European-style warrants

 

May be used to calculate prices for Equity Call and Put warrants.

Specify the dollar amount of the dividend and the expected ex-dividend date.

The sensitivity coefficients (Greeks) are already adjusted for the conversion ratio.

Again the results are shown graphically.

American-style warrants

 

May be used to calculate an approximate value for American-style call warrants.

Calculate the warrant price based on the expiry date. Redo the calculation with the expiry date being the business day just prior to the stock going ex-dividend. The higher price is usually a good estimate for the theoretical fair value.

American-style put warrants should not be valued using the Black-Scholes model.

 

 

http://img106.imageshack.us/img106/2164/blackscholescalculator2vo0.jpg

 

 

Umfangreiche Demos & Tutorials gibt es hier