v2.0 Safe to install
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:
- Monte Carlo simulator for standard European and power options.
- Monte Carlo simulator tailored for European options adhering to the Heston model with stochastic volatility.
- Black-Scholes calculator capable of delivering prices, Greeks, and implied volatility computations.
- Simulation tab that visualizes Brownian motion with drift in either two-dimensional format or against time.
Overview
Options Pricing Monte Carlo is a Freeware software in the category Business developed by Tenacious App Production, LLC.
The latest version of Options Pricing Monte Carlo is v2.0, released on 01/10/2025. It was initially added to our database on 01/10/2025.
Options Pricing Monte Carlo runs on the following operating systems: iOS.
Users of Options Pricing Monte Carlo gave it a rating of 5 out of 5 stars.
Pros
- User-friendly interface that simplifies the complex process of options pricing.
- Advanced Monte Carlo simulation capabilities for accurate pricing estimation.
- Ability to model various parameters such as volatility and interest rates.
- Customizable settings to tailor simulations according to user needs.
- Detailed reporting features that help users analyze results effectively.
Cons
- May require a learning curve for users unfamiliar with options pricing or Monte Carlo methods.
- Limited support for certain advanced options types or exotic derivatives.
- Potential performance issues with very large datasets or extensive simulations.
- Could be considered pricey compared to other basic options pricing tools.
- Occasional bugs or glitches reported in some versions of the software.
Screenshots (Click to view larger)
Related
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 Reviews
|
Novicorp WinToFlash Lite verze
Create Bootable USB Drives with Ease: Novicorp WinToFlash Lite |
|
|
iFormScan
iFormScan: Streamlining Data Capture Effortlessly |
|
|
Papyrus-PlugIn-web
Streamline Document Management with Papyrus-PlugIn-web |
|
NetCrunch WMI Tool
Streamline Your WMI Management with NetCrunch WMI Tool |
|
|
Bloons Adventure Time TD
Pop Your Way Through Adventure in Bloons Adventure Time TD! |
|
Grand Master Chess OnLine
Master Your Moves with Grand Master Chess OnLine! |
|
UpdateStar Premium Edition
Keeping Your Software Updated Has Never Been Easier with UpdateStar Premium Edition! |
|
Microsoft Visual C++ 2015 Redistributable Package
Boost your system performance with Microsoft Visual C++ 2015 Redistributable Package! |
|
Microsoft Edge
A New Standard in Web Browsing |
|
Google Chrome
Fast and Versatile Web Browser |
|
Microsoft Visual C++ 2010 Redistributable
Essential Component for Running Visual C++ Applications |
|
Microsoft Update Health Tools
Microsoft Update Health Tools: Ensure Your System is Always Up-to-Date! |
Browse
Latest Updates
Split Decision Band 1.6.1
The performance by Split Decision exemplifies exceptional musicianship combined with charismatic stage presence, creating a compelling and engaging live experience.
MSPP Policy Perspectives 7.1.9
Policy Perspectives serves as the primary scholarly publication of the McCourt School of Public Policy, providing insights into current developments within the institution.
Community First Bank Mobile 8.8.328
Community First Bank's mobile banking application provides convenient access to account management on a mobile device. The platform enables users to check account balances, review recent transaction activity, transfer funds between …
Marine Navigation - Canada 136.0.0
The GPS Marine Charts App provides comprehensive access to nautical charts across Canada, with data sourced from the Canadian Hydrographic Service (CHS).
Armin van Buuren 1.24
This official application dedicated to renowned DJ Armin van Buuren offers users a consolidated platform for staying informed about his latest activities.
