Derivative Strategy Analyzer (DSA)
CapitalDSA — Derivative Strategy Analyzer (formeraly Option Strategy Analyzer). The CapitalDSA (v. 3.15 -latest update December 2018) is a standalone training/teaching product that provides a deep analysis of options and other derivatives. This online program’s set of tools allows for examining and comparing the profitability and risks of options strategies using payoff diagrams and other techniques.
This latest version of the CapitalDSA provides all the functions for the calculation of option prices, hedge parameters (“Greeks”), implied volatility, historical volatility, underlying asset probabilities, trading profitability, futures pricing, identification of optimal early exercise points, and much more. The addition of a comparative Hedging Strategy function and a Bi-nominal tree continues our ongoing commitment to the continual development of all of our products.
Our latest version includes tools to understand and structure Swaps and Futures.
As with most of our simulation platforms, we license the DSA either individually or as part of our “Power Suite” of simulation platforms to corporate clients, training companies and universities globally.