This is a simple application that detects pricing violations on options (American or European) and presents strategies to engage in arbitrage.It is a handy tool for students taking a finance course on options since it demonstrates the basic principle of arbitrage.The violations it detects include:- Upper Bounds- Lower Bounds- Put-Call Parity- Convexity Conditions- and more..************** DISCLAIMER! **************- The application should be used for educational purposes ONLY!- It is NOT 100% guaranteed that the application will detect all arbitrage opportunities.******************************************
Price USD 0
License Free
File Size 390.63 kB
Version 1.0
Operating System iOS
System Requirements Compatible with iPhone and iPod touch., Requires iPhone OS 3.0 or later., iTunes account required