Below you will find the programs which allows you to try the calculations by your own. The programs calculate values for Options on Equity, Interest Rate, Bonds, Futures/Forwards and so on, based on several tecniques like Monte Carlo, Binary Trees, Finite Differences and others.

    Some of the programs have built-in graphics, based on a class library called Jcckit.

    Finally the programs were not exhaustively compared to known results. Write me an email if you detect something funny.