Monte Carlo Pricer for exotics
The Binomial Tree was the numerical method to extend the Black Scholes analysis. It has certain limitations, but is extremely versatile and fast.
Java Applets - Pricing Options on Equity using the Binary Tree technique
| Monte Carlo method | European(E) Call and Put | MC Option Pricer |
| Monte Carlo method | Asian Arithmetic Average Call and Put | MC Option Pricer |
| Monte Carlo method | Asian Geometric Average Call and Put | MC Option Pricer |
| Monte Carlo method | Asian Arithmetic Average Strike Call and Put | MC Option Pricer |
| Monte Carlo method | Asian Geometric Average Strike Call and Put | MC Option Pricer |
| Monte Carlo method | Asset or nothing Call and Put | MC Option Pricer |
| Monte Carlo method | Look back Call and Put | MC Option Pricer |
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