Options Pricing Monte Carlo v2.0

Tenacious App Production, LLC ❘ Freeware ❘
iOS
out of 3 votes

This is not a download form!

The UpdateStar program database is maintained by the users, for the users.
With your support, you can help all other users keep their software setup up-to-date. Fill out any fields that are incorrect or not up to date. We will check and evaluate your contribution as soon as possible.
Thank you for supporting UpdateStar!

Title:

Category:

Requirements:

Android

iOS

Windows

Mac

Linux

License:

Publisher:

Publisher URL:

Description:

The Options Pricing Monte Carlo application offers an extensive toolkit for pricing power options, specifically through the calculations of max(Si - K, 0) or max(K - Si, 0). The app not only identifies these payoffs but also provides insightful statistics regarding the percentage of paths yielding positive outcomes. The implementation of the Beasley-Springer-Moro method facilitates the computation of the normal inverse.

Additionally, the Heston tab is dedicated to pricing options within a framework of stochastic volatility via Monte Carlo simulation, enhancing the accuracy of pricing outcomes.

Furthermore, the application accommodates the pricing of European options using the Black-Scholes model and includes functionalities for calculating implied volatility. Normal distributions are derived through direct integration utilizing the Simpson method, optimized for low tolerance levels.

In summary, this application integrates four robust calculators:
<ul>
 <li>Monte Carlo simulator for standard European and power options.</li>
 <li>Monte Carlo simulator tailored for European options adhering to the Heston model with stochastic volatility.</li>
 <li>Black-Scholes calculator capable of delivering prices, Greeks, and implied volatility computations.</li>
 <li>Simulation tab that visualizes Brownian motion with drift in either two-dimensional format or against time.</li>
</ul>

Tags:

Short description:

Installed version unknown?

Current version:

Download URL:

Direct Download URL:

Buy URL:

Icon URL:

Screenshot 1 URL:

Screenshot 2 URL:

Screenshot 3 URL:

Screenshot 4 URL:

PAD file URL:

Comment:

Your email:

Newsletter:

Please enter your email address if we may contact you should we have questions regarding your contribution. We will never share your e-mail address with any third party.

Screenshots (Click to view larger)

Millionaire Maker

Unlock Your Financial Potential with Millionaire Maker

Optactic: Option Strategy Tool

Optactic serves as a valuable instrument for seasoned traders seeking to effectively plan and visualize options strategies.

OptionPosition+

OptionPosition+ Version 4.1 OptionPosition+ is a financial analysis application designed to estimate the value of shares, put options, and call options for a specific stock.

Plumb BillPay

Plumb's bill pay application offers a streamlined solution for clients and their advisors, enhancing the processes of bill approval, monitoring payment status, and facilitating communication with the Plumb team.

Retirement Investing Simulator

When considering retirement, there are several important questions to address. From determining when you can retire to ensuring your retirement investment portfolio will last, it's crucial to have a comprehensive plan in place.

The Options Insider Network

The Options Insider Radio Network is a highly esteemed audio platform sought after by options traders. This comprehensive app provides a centralized hub for all your favorite Options Insider Radio Network programs.

Latest Version
v2.0

Secure and free downloads checked by UpdateStar

Stay up-to-date
with UpdateStar freeware.

Latest Reviews

	Transfuser Unlock Your Creative Potential with Transfuser
	JL Sussex Advent Calendar Unwrap Daily Surprises with the JL Sussex Advent Calendar
	Koodo Reader Koodo Reader: A Comprehensive Tool for Digital Reading
	StarPlayerAgent Enhance your multimedia experience with StarPlayerAgent!
	PowerColor DevilZone PowerColor DevilZone: A Graphics Card for the Bold
	Open Visual Traceroute Visualize Your Network with Open Visual Traceroute

Most Popular Downloads

	UpdateStar Premium Edition Keeping Your Software Updated Has Never Been Easier with UpdateStar Premium Edition!
	Microsoft Edge A New Standard in Web Browsing
	Microsoft Visual C++ 2015 Redistributable Package Boost your system performance with Microsoft Visual C++ 2015 Redistributable Package!
	Google Chrome Fast and Versatile Web Browser
	Microsoft Visual C++ 2010 Redistributable Essential Component for Running Visual C++ Applications
	Microsoft OneDrive Streamline Your File Management with Microsoft OneDrive