Apr
30
Exotic Options Calculator
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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.
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
Unclear about this post? Asking questions and receiving answers.
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
Unclear about this post? Asking questions and receiving answers.
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