DerivaGem is a Windows utility for performing various professional financial calculations. You can evaluate market conditions and make informed trading decisions.
Usage instructions
This application provides examples for various complex concepts described in the Options, Futures and Other Derivatives and Fundamentals of Futures and Options Markets book written by John C. Hull.
The archive contains three XLS files with complex formulas, graphs and other mathematical instruments. It is important to note that Microsoft Excel 2000 or newer is required for the correct functioning of all features.
There are tools for evaluating the convergence of binomial tree price to Black-Scholes value. Users can investigate the effectiveness of delta hedging for any written option. Moreover, it is possible to calculate portfolio risks dependent on a single stock.
Advanced functions
Like in ETRADE, you are able to estimate interest rates for government bonds. The Equity Options tab contains instruments for performing binomial tree calculations for futures and stock indices.
This program lets users work with swaps, CDSs, CDOs and many other derivatives. The list of alternative calculation models is located in the corresponding section.
Features
- free to download and use;
- allows you to work with complex financial instruments;
- Microsoft Excel 2000 or newer is required;
- users can calculate interest rates and evaluate stock portfolios;
- compatible with all modern versions of Windows.
