Discontinued App

Academic Option Pricer

Many thanks to Yue for the building in Monte Carlo Engine. This is a quick solution of option pricer which calculates European-style options using both ...

Discontinued App

Description

Many thanks to Yue for the building in Monte Carlo Engine. This is a quick solution of option pricer which calculates European-style options using both Closed-Form and various Monte Carlo simulation methods. For Closed-Form approach, the app uses Black-Scholes formula. For Monte-Carlo approach, this app uses 4 different schemes. For more details, you can see the reference in the app.

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Technical specifications

Version: 1.0

Size: 639.8 KB

System:

Price: 0,00 €

Day of release: 0000-00-0

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