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)
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