May
5

## ATOM C++ option calculator

Another derivative calculator shared with you, ATOM - Advanced Tool for Option Modelling is a

price, implied volatility and Greek letters;

Black-Scholes analytic formula;

binomial tree lattice;

Cox-Ross-Rubinstein parametrisation;

Jarrow-Rudd equal-probabilitiy parametrisation;

control variable technique;

Broadie-Detemple penultimate node analytic approximation;

Monte carlo simulation with the following variance reduction and normal sampling techniques:

antithetic variable;

moment matching, also known as quadratic re-sampling;

Mersenne Twister pseudo-random numbers;

Halton quasi-random numbers;

Box-Muller polar normal inversion;

Moro normal inversion;

unlimited maximum number of steps in binomial trees and unlimited maximum number of trials and time intervals in Monte carlo simulations;

exotic option support: Asian average price, binary cash-or-nothing and asset-or-nothing, chooser option;

Download at http://www.atomproject.org/download.shtml

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**C++ option calculator**covers:price, implied volatility and Greek letters;

Black-Scholes analytic formula;

binomial tree lattice;

Cox-Ross-Rubinstein parametrisation;

Jarrow-Rudd equal-probabilitiy parametrisation;

control variable technique;

Broadie-Detemple penultimate node analytic approximation;

Monte carlo simulation with the following variance reduction and normal sampling techniques:

antithetic variable;

moment matching, also known as quadratic re-sampling;

Mersenne Twister pseudo-random numbers;

Halton quasi-random numbers;

Box-Muller polar normal inversion;

Moro normal inversion;

unlimited maximum number of steps in binomial trees and unlimited maximum number of trials and time intervals in Monte carlo simulations;

exotic option support: Asian average price, binary cash-or-nothing and asset-or-nothing, chooser option;

Download at http://www.atomproject.org/download.shtml

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