This can be achieved programatically in ImmunityDebugger:
module = imm.getModule('calc.exe')
if not module.isAnalysed():
module.Analyse()
functions = imm.getAllFunctions(module.getBase())
# functions is a list of function addresses in calc.exe
There is also another function:
imm.searchFunctionByName('name_to_search')
But in my experience, this is not very reliable. IDA Pro is the better way to achieve this. Its disassembly engine is superior to Ollydbg. You could get the function offets from IDA and then find them in Ollydbg.
Lastly, I would recommend WinDbg if you are doing exploit development. It takes time to learn it, but is more powerful and feature-rich than Ollydbg ( kernel debugging, for instance).