Fat Tail Option Calculator download

"Fat Tail Option account uses Stable Distributions."
Fat Tail Option stable distributions on account of the estimated theoretical value of options allows Europe. This is real data and more common Black-Scholes formula to better fit with the real capital market behavior provides a richer way. In particular, this account of events in an accident can be used to attract assets.

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Fat Tail Option Calculator can be used as a stand-alone application or as an Excel Add-MS. It is available at no charge.

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See also Fractal Financial Markets composition.

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System Requirements
Fat Tail Option Calculator, Windows NT 4.0 or later or Windows 95 or later require. If the Plug-in, Excel 97 or higher is required I would like to use Excel.

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The value of an option, such as complex numerical calculations using stable distributions, including the calculation of millions, we recommend that you use a modern computer, Pentium 400 MHz processor, at least.

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Mathematical back
to estimate the value of options, the most common way is to use the Black-Scholes formula. If a security price changes, log-normal Black-Scholes formula is distributed so that the security option called Europe provides theoretical price. Unfortunately, there is overwhelming evidence that log-normal price changes are distributed. Instead of fat tails is called often, the security price changes there. Also exhibited distortions. Fat tails, so called the Levy Stable Distributions and Levy-Pareto distributions as a distribution model may have been. A normal or Gaussian distribution, a stable distribution is a special case. Cauchy distribution is an example of a stable distribution is known. In fact, Gauss and Cauchy distributions, closed form mathematical formulas for which there are only two stable distribution. Fat Tail Option Calculator 1.0 Now you can download free.