Financial Quantitative Algorithms
Barrier options are constituted by Knock Ins and Knock outs options. In this webpage you will find Monte Carlo simulations to valuate the european version. The results can be compared with the analytical expressions.
Java Applets - Monte Carlo Pricer for European Barrier Options on Equity
| Monte Carlo method | European(E) Knock In and Out Call and Put | MC Barrier Pricer |
| Monte Carlo method | European(E) Up In and Out Call and Put | MC Barrier Pricer |
| Monte Carlo method | European(E) Down In and Out Call and Put | MC Barrier Pricer |
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