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European Options 1.0

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Description of European Options
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  • European Options
  • European Options
Description of European Options (from google play)

Easily compute price and greeks of european-style option derivatives.
European Options is an handy app to compute price and greeks of Vanilla, Digital and Barrier european-style options (for definitions we refer to the standard book "Hull - Options, futures and other derivatives"). It is planned to add more exotic options. Price and greeks are computed via analytical formulas (Black-Scholes).

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