Options Pricing Monte Carlo v2.0

Options Pricing Monte Carlo v2.0

Tenacious App Production, LLC – Freeware – iOS
out of 3 votes
Latest Version
v2.0
Title: Options Pricing Monte Carlo v2.0
Operating Systems:
  • iOS
License: Freeware
Date added: 01/10/2025
Publisher: Tenacious App Production, LLC
Rating: Download client to rate!
Changelog: Thank you for using the Monte Carlo app. New in version 2.0:
- In app purchases added
- Number of simulations increased to 300,000,000 (yes, you read that right). Responsive UI (multithreading).
- Heston model for stochastic vol.
- Localization works perfectly (for number formatting)
- Operations available are based on diamonds mined - in Jim Gatheral's words - Diamonds are quant's best friends. Now it's clear why. More Diamonds, more simulations to run.
- Diamonds can be gifted for app referrals - via a convenient button on the help page.
- Added the normal model for stock evolution (Bachelier).
- Added the volatility of the asset simulation
- Removed the mortgage/loan calculator - will be a separate app
- GUI/UI improvements
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