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Option-Pricing

Each model has its own inputs for calculating the option price, so the left side of the interface is reserved for entering the necessary inputs. Capture d’écran 2023-02-09 124904

The select bar that appears on the screenshot below gives the user the choice of the model with which he wants to price the option.

Capture d’écran 2023-02-09 124924

Once the model is chosen and the inputs are entered, the option price is calculated and the Greek curves showing the impact of each input on the price are plotted.

Capture d’écran 2023-02-09 125017 Capture d’écran 2023-02-09 125000 Capture d’écran 2023-02-09 124944 Capture d’écran 2023-02-09 125032