Options Pricing Monte Carlo 2.2.0
Free Version
Publisher Description
Price options with Black Scholes, or get Implied Vol. Use Monte Carlo to price options or use Heston model with Stochastic Vol!
The Options Pricing Monte Carlo app prices power options: max(S^i -K,0) or max(K-S^i,0). It also shows the % of paths with positive payoffs. The normal inverse is calculated with Beasley-Springer-Moro method.
The Heston tab is used to price options under stochastic volatility using Monte Carlo.
It also prices European options using Black-Scholes and can also calculate Implied Vol. Normal is calculated by direct integration using Simpson method with a low tolerance.
So 4 calculators in one:
- Monte Carlo simulator for regular European and Power options.
- Monte Carlo simulator for European options with stochastic vol (Heston model).
- Black Scholes calculator for price and greeks and implied vol.
- Simulation tab lets you visualize Brownian Motion with drift. (2D or vs time).
Feb 26, 2021
Version 2.2.0
Completely new UI.
About Options Pricing Monte Carlo
Options Pricing Monte Carlo is a free app for iOS published in the Accounting & Finance list of apps, part of Business.
The company that develops Options Pricing Monte Carlo is Tenacious App Production, LLC. The latest version released by its developer is 2.2.0.
To install Options Pricing Monte Carlo on your iOS device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2021-02-26 and was downloaded 0 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded app with your antivirus. Your antivirus may detect the Options Pricing Monte Carlo as malware if the download link is broken.
How to install Options Pricing Monte Carlo on your iOS device:
- Click on the Continue To App button on our website. This will redirect you to the App Store.
- Once the Options Pricing Monte Carlo is shown in the iTunes listing of your iOS device, you can start its download and installation. Tap on the GET button to the right of the app to start downloading it.
- If you are not logged-in the iOS appstore app, you'll be prompted for your your Apple ID and/or password.
- After Options Pricing Monte Carlo is downloaded, you'll see an INSTALL button to the right. Tap on it to start the actual installation of the iOS app.
- Once installation is finished you can tap on the OPEN button to start it. Its icon will also be added to your device home screen.
