Philip M Halperin

Programs

Download List:
  • 1day -- Calculate one-day trading range given price, volatility. You enter price and volatility, the program returns price movements corresponding to 1-3 standard deviations.
  • lmecalc1 -- Options calculator for vanilla futures options. Based upon the Black futures options model, includes a sensitivity analysis matrix that I find pretty useful as a pedagogical tool, when I give seminars in options.
  • lmecalc2 -- Options calculator as above, but discounts premia by two weeks according to the London Clearing House formula.
  • lmecalc3 -- Options calculator as above, but gives non-discounted forward delta.
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NB:These programs are written in compiled C for DOS. I like C for DOS, particularly for distribution, because it's quick to download, fast to execute, and the lowest common denominator (no nonsense like needing qwfoobarrun.dll or the like, no complicated installations for me to figure out). This means they should run on your machine, although I don't guarantee it. See mealy-mouthed disclaimer below.
Warning and Disclaimer---This software will expire and self-destruct on 1st September 1999. There is no warranty of fitness for any particular purpose either expressed or implied. Whereas I have coded and compiled these programs myself, and used them personally, and I believe them to be free from viruses and bugs and other nasty stuff, I make no representation that that is the case, and you agree to use them solely at your own risk. By downloading these programs you agree to the above terms, and further agree to never, ever, sue me for any reason connected with this page, its contents, the programs, or any incidental or consequential damage resulting therefrom.
You wouldn't get much, anyway.

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