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Apr 30

Exotic Options Calculator

Posted by abiao at 16:55 | Code » Net | Comments(0) | Reads(10468)
MG Soft Exotic Options Calculator is a freeware software to calculate the option value and greeks of vanilla and exotic options, mainly using Monte Carlo simulation.

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The software supports the following types of options at the moment.

Vanilla Options (using standard Black-Scholes formulae).
Binary (Cash-or-nothing) Options (using standard analytical formulae).
Asian Options (using Monte Carlo simulation).
Barrier Options (using Monte Carlo simulation).
Lookback Options (using Monte Carlo simulation).
...

download at http://www.mgsoft.ru/en/products_options_calculator.aspx


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