DerivativeEngines.com

Derivative Engines is a Real Time option calculator which is providing complete solution to investors for pricing the FX Options. The option calculator presented in this Web Site can be used for pricing the FX Options real time on EUR/USD, GBP/USD, USD/CHF, USD/JPY, USD/TRY and EUR/TRY currencies. In the future other currency pairs and secong generation exotic options will be launched. At the money volatility curve is updated automatically according to option market conditions. Vanna Volga Method is used in order to form the tail volatilities.



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