QuantCalc the calculator for all quants

What can QuantCalc do for you?

QuantCalc is a website that specializes in calibration, arbitrage and derivative pricing solutions. It is web-based service providing valuations, calibrations, arbitrage detections. In QuantCalc users can input their parameters to calculate the derivative price. In some calculators, QuantCalc can even collect the market data automatically, and price or calibrate with market data. The calculators are categorized by purposes on the top of the website and by methods and markets on the right hand side.

The latest feature

Credit Default Swap by Given Hazard Rates(Jul 20, 2013)

Bermudan Option in the Double Exponential Model by FFT Pricing (Jul 19, 2013)

Expected Exposure and Potential Euture Exposure(Jul 7, 2013)

Expected Exposure and Potential Euture Exposure for Swap(Jul 7, 2013)

Bermudan Option in the Jump-Diffusion Model by FFT Pricing (Jul 7, 2013)

Discrete Asian Option in the Normal Inverse Gaussian Model by FFT Pricing (Jun 26, 2013)

Discrete Asian Option in the Double Exponential Model by FFT Pricing (Jun 26, 2013)

Discrete Asian Option in the Jump-Diffusion Model by FFT Pricing (Jun 12, 2013)

Discrete Barrier Option by the Trinomial Tree Method (Jun 9, 2013)

Discrete Barrier Option by the Monte Carlo Method (May 26, 2013)

American Put by the Tree Method with Control Variate (May 13, 2013)

Bond by the Black-Derman-Toy model (May 12, 2013)

Discrete Barrier Option by FFT Pricing (May 2, 2013)