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Equity Derivatives

Equity options price and sensitivities

An equity derivative is a contract whose value is at least partly derived from one or more underlying equity securities. This toolbox provides functionality to price, compute sensitivity and hedging analysis to many equity securities. You can price Vanilla, Asian, Lookback, Barrier, and Spread options with pricing models that include lattice models, Monte Carlo simulations, multiple closed-form solutions, and finite differences methods.

Featured Examples