Determine the parameters for a vanilla contract:

Value of a American vanilla contract:

Compute the difference in values of an American and a European vanilla contract:

Compute the implied volatility of the contract:

Compute the value of an Asian option:

The value of the option is correlated with the weight of the average:

Compute the value of a barrier option:

Barriers restrict positive outcomes for the option holder, compared to a vanilla contract:

Compute the value of a double-barrier knock-out option:

Compute the value of a European exercise call on a call option:

An extendible contract for the same parameters is at least as valuable as a compound option:

A chooser option for the same parameters will be more expensive than either:

Compute the deltas of a lookback fixed-strike and a lookback floating-strike option:

Compute the volatility needed to produce a given critical value for a perpetual lookback put:

Plot the effect of volatility on the critical values of perpetuals:

Compute the value of a rainbow best option:

Specify the correlation matrix in the upper-triangular form, and dividends and volatilities as common values:

A rainbow money option is a hedge against poor performance by all basket components:

Plot basket performance ranges as a function of volatility:

Compute the value of a Himalaya contract:

Range contract values are computed using a simulation, and are subject to a small uncertainty:

Atlas option with a return strike price of 1 computes the normalized average yield of a basket of stocks accruing on the nominal amount specified:

The returns accrue on the nominal amount, so the current asset prices are not important:

All date specifications must be consistent:

All rates are assumed to be denominated in the same time unit, usually years:

Obtain the same value by specifying daily rates instead: