OS X Software

Contents

Name Version Programming Language Size Source code included Feedback
AmascoreSearch Widget 1.0 JavaScript 135 KB Yes [View feedback on this product]
Generate Monte Carlo Simulation 1.0 AppleScript (for OmniGraffle) 35 KB Yes [View feedback on this product]
OptionCalculator 0.4 Objective-C / C++ 383 KB No [View feedback on this product]
Serial Mail 4.6 Objective-C / AppleScript (for Apple Mail) 826 KB No [View feedback on this product]

Pricing

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Generate Monte Carlo Simulation 1.0 (35 KB)

[Programming Language: AppleScript. OmniGraffle required. Source code included.]

A small AppleScript to generate a Monte Carlo simulation (as drawing) within OmniGraffle. Works with OmniGraffle 3.0.

Installation: Copy the script into the OmniGraffle AppleScript folder.

Usage: Just run the script, or draw or select a line in OmniGraffle, then select "Generate Monte Carlo Simulation" from the OmniGraffle AppleScript menu. The Monte Carlo simulation will be drawn starting at the start point of the line selected, or - if no such line is selected - starting at (0,100).

A drawing generated with the script

(Note: the drawing is part of my upcoming
lecture on Mathematical Finance)

OptionCalculator v. 0.4 (383 KB)

[Programming Language: Objective-C / C++. Source code not included.]

A simple application allowing to price European (stock) options using (the simple) Black & Scholes model. Calculates price or implied volatility and hedge parameters. As an additional feature it includes a quote tracker (requires an internet connection).

You will still be here tomorrow, but your dreams may not. (The Father to Son (Cat Stevens))

© Copyright 2004 Christian Fries.
Creative Commons License
This work is licensed under a Creative Commons License.