Derivatives Expert


The following 3D graphics are made to show a few examples of the capabilities of Derivatives Expert in combination with Mathematica.

Bookmark This is a 2D animation of an American put option price simulation.

Bookmark This is a 3D animation showing the sensitivity to changes in theta (time to expiration) by the Gamma (2'nd derivative of the option price with respect to the underlying spot price) of an option.

Bookmark Here are a few examples showing the importance of choosing good ViewPoints when viewing 3D graphics. This is the link.

 
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Updated 2 August 2009