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Arbitrage?

Free
iPhone / iPad
Genres:
  • Finance
  • Education
I want this app
Download from AppStore

This is a simple application that detects pricing violations on options (American or European) and presents strategies to engage in arbitrage.

It is a handy tool for students taking a finance course on options since it demonstrates the basic principle of arbitrage.

The violations it detects include:

- Upper Bounds
- Lower Bounds
- Put-Call Parity
- Convexity Conditions
- and more..

************** DISCLAIMER! **************

- The application should be used for educational purposes ONLY!
- It is NOT 100% guaranteed that the application will detect all arbitrage opportunities.

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