Price Interpolation

A Java options prices interpolation tool
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Price Interpolation Ranking & Summary

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  • Rating:
  • License:
  • Freeware
  • Publisher Name:
  • Christian Fries
  • Operating Systems:
  • Windows All
  • File Size:
  • 2 KB

Price Interpolation Tags


Price Interpolation Description

Price Interpolation is a lightweight Java application that can simulate the Black-Scholes model and interpolate implied option price volatilities. The software runs 5 predefined scenarios, but you can specify the implied volatilities yourself. It generates evolution graphs for the interpolated prices and volatilities, as well as the probability density.


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