Welcome to Free Derivative Pricer!

Here you can find most valuation methods for financial derivatives. The applications are coded in C#, and all calculations can be carried out online with no need to download any part of them. For users interested in the algorithms used to value derivatives, I uploaded some downloadable MATLAB files that are structured in a similar way, and use the same algorithms as C# files. If applicable, the apps generate graphs for visual representation. Some valuation methods are still under development and will be posted later.