×

You are using an outdated browser Internet Explorer. It does not support some functions of the site.

Recommend that you install one of the following browsers: Firefox, Opera or Chrome.

Contacts:

+7 961 270-60-01
ivdon3@bk.ru

  • Online calculator to research the dynamics of option contracts on the Moscow stock exchange in the Black-Scholes model

    Option contracts relate to underlying assets of the derivatives market. They are assets that make up the structure of the derivative financial instrument. This article contains general information about the option contract and the Black-Schouls model for calculations. As an example calculation with using this model and the analysis results. To calculate the option prices and option hedge coefficient for the Black-Scholes model was developed program on the JavaScript programming language. This program is presented in the article. Black-Scholes model is often used for making investment decisions, but there is no accurate guarantee profit in trading. But the Black-Scholes model is a very effective. The article is an example of calculations carried out with the help of online calculator developed on the basis of actual quotations of the Moscow stock exchange, with the analysis of the results.

    Keywords: options contracts, the Black-Scholes model, the futures market, volatility, financial mathematics, hedge coefficients, JavaScript, mathematical modeling, software systems, the Moscow Stock Exchange