Serdar SEN

                                                                    Mathematical and Financial Engineer                                                                            Tel: +336 17 95 70 65 | Mail: senserdar87@gmail.com

OPTION PRICING : FINITE DIFFERENCE METHOD (CRANK NICHOLSON)

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Enter your parameters

Stock price :
Strike price :
Free risk rate (0,05 for 5%) :
Maturity (year) :
Volatility per year (0,10 for 10%) :
Number of time discretization :
Number of stock discretization :
Type Option :

                                   Values

Price           :
BS Price    :
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