Is this good for hobbyists & makers?

Yes — this version of "Dividend Growth Model for a Black-Scholes option" is framed for hobbyists & makers exploring it for fun. Play with real physics and math, no license and no setup — just open and tinker.

Do I need to install anything?

No. It runs in any modern browser, free, with no account required.

For Hobbyists & Makers · Dividend Growth Model

Dividend Growth Model for a Black-Scholes option

Built for hobbyists & makers exploring it for fun. Play with real physics and math, no license and no setup — just open and tinker. Simulate a Black-Scholes option live below — adjust the inputs and watch it respond, right in your browser.

Compound Interest

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Compound Interest & InvestingLive

the eighth wonder

Controls

Presets

Starting amount ($)

Monthly contribution ($)

Annual return

Years

Compounding means earning returns on your past returns, so growth accelerates over time. The gap between the balance line and your total contributions is pure compound interest — and it widens dramatically in the final years. Educational tool, not investment advice.

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Data Inspector

Final balance$691,150

Total contributed$190,000

Interest earned$501,150

Governing equation

A = 10, 000 (1 + \frac{0.070}{12})^{360} + 500 \cdot \frac{( 1 + \frac{0.070}{12} ) ^{360} - 1}{0.00583} = $691, 150

Reading this result: Rule of 72: at 7.0% a year, money roughly doubles every 10.3 years — about 2 doublings across your 30-year horizon. Each $500/mo contribution then earns returns on its own past returns, so the balance curve pulls away from your flat contribution line. Because compounding is exponential, most of the $501,150 in interest is created in the final years — time in the market matters far more than the amount. Educational tool, not investment advice.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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Bond Pricing

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Bond Pricing & DurationLive

price · yield · interest-rate risk

Controls

Presets

Face value ($)

Coupon rate

Yield to maturity

Years to maturity

A bond's price is the present value of its coupons and face value, discounted at the yield. Price moves inversely to yield along a convex curve. Duration measures that sensitivity — a modified duration of 8 means roughly an 8% price drop per 1% rise in yield. Educational tool, not investment advice.

▶ Run in Python

Data Inspector

Price$1081.76

Premium/discountpremium

Macaulay duration8.08 yr

Modified duration7.92

Governing equation

P = t = 1 \sum 20 \frac{25.00}{( 1 + 0.0200 ) ^{t}} + \frac{1000}{( 1 + 0.0200 ) ^{20}} = $1081.76

Reading this result: The coupon beats the 4.0% yield, so the bond sells at a premium — about 8.2% over par — and its 7.9 modified duration is the % price drop per +1% yield.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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Frequently asked questions

Is this good for hobbyists & makers?: Yes — this version of "Dividend Growth Model for a Black-Scholes option" is framed for hobbyists & makers exploring it for fun. Play with real physics and math, no license and no setup — just open and tinker.
Do I need to install anything?: No. It runs in any modern browser, free, with no account required.