Alternatively you may launch this applet using Java WebStart. Minimum requirements: Java 1.6. Tested with Firefox and Safari. Source code for the underlying library is available at finmath.net.
IMPORTANT: The applet is currently self-signed. Hence it will no longer run under the Java security level "high", which has become default. In order to run the applet, you need to add the domain http://christian-fries.de to the Exception Site List. To edit the Exception Site List open the Java control panel, select the Security tab, then press Edit Site List.
This page provides a very simple Black-Scholes option calculator. If you enter a price, the implied volatility is calculated and displayed. If you change any other field, the price is calculated and displayed.
© Copyright 2008,2013 Christian P. Fries