Free interactive finance and analytics tools

Plot call and put payoffs at expiry, with premium, breakeven, and profit zones.

Price European calls and puts and watch how each input moves the premium.

See delta, gamma, vega, theta, and rho respond as spot, volatility, and time change.

Build a multi-step binomial tree and price options by backward induction.

Compute the fair forward and futures price from spot, carry, yield, and time.

Price a coupon bond and watch the inverse price-yield relationship.

Estimate a bond's price change from duration and convexity for a yield move.

Move data points and watch the least-squares line, residuals, and R-squared update.

Trace the mean-variance frontier and the capital market line from asset inputs.

Price expected return from beta and see where assets sit on the SML.

Discount free cash flows to enterprise value and bridge to equity value per share.

Build the weighted average cost of capital from the capital structure and CAPM.

Compute VaR by parametric, historical, and Monte-Carlo methods on a return distribution.

Toggle ties on a fixed six-person team and watch degree, closeness, betweenness, density and the bridges recompute.

Simulate a two-proportion experiment from a true effect, read the interval against a worthwhile difference, and see what peeking costs.

Plot call and put payoffs at expiry, with premium, breakeven, and profit zones.

Stack calls, puts, and stock into spreads and straddles and see the combined payoff.

Price European calls and puts and watch how each input moves the premium.

See delta, gamma, vega, theta, and rho respond as spot, volatility, and time change.

Visualise d1, d2, and N(d) on the standard-normal curve behind Black-Scholes.

Build a multi-step binomial tree and price options by backward induction.

See the risk-neutral probability that makes a one-step tree arbitrage-free.

Compare American and European options and find the early-exercise boundary on a tree.

Compute the fair forward and futures price from spot, carry, yield, and time.

Track a futures position's daily equity as it is settled to market.

Walk a margin account through a maintenance breach and the resulting top-up call.

Find the minimum-variance hedge ratio and tail it to a number of contracts.

Value a fixed-for-floating swap and see each leg's cash flows.

Split the quality-spread differential between two counterparties and a bank.

Bootstrap forward rates from the zero curve and price a forward rate agreement.

Price a coupon bond and watch the inverse price-yield relationship.

Estimate a bond's price change from duration and convexity for a yield move.

Watch the futures basis decay to zero as delivery approaches.

See expected and potential future exposure build over a derivative's life.

Price short-rate futures as 100 minus yield and compute tick-value profit and loss.

See how reserves, the reserve ratio, and currency drain set the money supply.

Set the policy interest rate from the inflation gap and the output gap.

Value a stock from its dividend, growth rate, and required return.

Shift bond supply and demand to see the equilibrium price and interest rate.

Pick any two of fixed exchange rates, free capital, and monetary autonomy.

Link the spot rate, the forward rate, and the interest differential between two currencies.

Build a bank balance sheet and see how leverage amplifies returns and losses.

Stress a stablecoin's reserves and watch a redemption run unfold.

Trace MV = PY from the money supply to the price level.

Split the nominal interest rate into the real rate and expected inflation.

See how the central bank steers the overnight rate in the market for reserves.

Compare price levels across countries to find the PPP exchange rate.

See how deposit insurance changes the incentive to run on a bank.

Move data points and watch the least-squares line, residuals, and R-squared update.

See how dropping a correlated regressor biases the slope you estimate.

Compare classical and heteroskedasticity-robust standard errors on the same fit.

Simulate random walks and stationary series and see why the difference matters.

Raise the correlation between regressors and watch variance inflation climb.

Resample to build the OLS estimator's sampling distribution and see unbiasedness.

Explore the t-statistic, p-value, and confidence interval for a coefficient.

Switch between logs, polynomials, dummies, and interactions and read the fit.

Trace the mean-variance frontier and the capital market line from asset inputs.

Price expected return from beta and see where assets sit on the SML.

Value a stock from its dividends, growth, and required return.

See pre- and post-money ownership as funding rounds dilute a cap table.

Score a portfolio with the Sharpe ratio, Treynor ratio, and Jensen's alpha.

Discount free cash flows to enterprise value and bridge to equity value per share.

Build the weighted average cost of capital from the capital structure and CAPM.

Convert beta between its levered and asset forms under different leverage.

Rank the inputs that move a valuation most with a tornado chart.

Value a company from peer EV/EBITDA, P/E, and P/S multiples.

Value a firm as unlevered value plus the present value of the interest tax shield.

See why growth creates value only when ROIC exceeds the cost of capital.

Compute VaR by parametric, historical, and Monte-Carlo methods on a return distribution.

Count VaR exceptions and run the Kupiec test against the Basel traffic light.

Compute quoted and effective spreads, turnover, and Amihud illiquidity.

Combine debt-to-GDP, the fiscal balance, and external balances into a risk gauge.

Compare standard deviation, the Parkinson high-low range, and why beta is not volatility.

Walk from marginal expected shortfall to SRISK capital shortfall.

Measure a bank's marginal contribution to system-wide tail risk.

Shock the macro environment and read a bank's post-stress CET1 ratio.

Move a chart baseline and watch the distortion factor between what is drawn and what is true.

Read the same eight values as position, length, area, radius, and lightness, and see which channel misleads.

Shift a confounder and watch a pooled gap survive even when the within-group gap is zero.

Split total error into selection bias and sampling error, and see why a bigger sample fixes only one.

Pivot a fact table, and see why ratios must be built from component sums and why grain decides everything.

Run cleansing rules over a dirty order table and test whether the result is fit for a named use.

Toggle ties on a fixed six-person team and watch degree, closeness, betweenness, density and the bridges recompute.

Simulate a two-proportion experiment from a true effect, read the interval against a worthwhile difference, and see what peeking costs.

Build a term-document matrix from three short reviews, then watch the pipeline stages change the answer.

Move a decision threshold on a rare class and watch accuracy, recall and the alert volume pull apart.

Step through assign and recentre, measure how much the grouping shifts under a refit, and see why WCSS cannot pick k.

Set a threshold per group and compare selection rate, true positive rate and precision as separate gaps.

Change the numerator, denominator and window and watch one unchanged service report very different numbers.