OptionApp Version 1.0 for Psion REVO, 01/11/2000 Abstract: ========= This tool implements the Black-Scholes formula for Put and Call options with a dividend and the Binomial algorithm for American and European options without dividend. This Black-Scholes algorithm is taken from the spreadsheets available at www.numa.com. The tool calculates price, premium, delta, gamma, theta, vega, gearing and many other parameters and allows to depict the results graphically. Installation Instructions: ========================== Create a directory /System/Apps/OptionApp Copy OptionApp.mbm, OptionApp.aif, OptionApp.app,OptionApp.ini and OptionApp.hlp to your REVO. Double-click on the "Options" icon in the Extras bar to start OptionApp. Acknowledgements: ================= Thanks to www.numa.com and the author of RMREvent.opl for putting their software on the Internet. Also thanks to Simon Benniga for putting "Chapter 11: The Binomial Option Pricing Model" of Financial Modeling, MIT Press 1998 with detailed algorithms on the Internet http://finance.wharton.upenn.edu/~benninga/mit/chap11.pdf. Disclaimer: =========== This tool is freeware and it is supplied as-is without any warranty. Comments, feedback and bug reports are welcome. Ideas or additional algorithms to add to the OptionApp are also appreciated. You can contact me at Yves.Coene@homemail.com.