Financial Quantitative Algorithms
Bulls, bears and butterflies are among the Spread Options. This options are priced here by means of the Monte Carlo method.
Java Applets - Monte Carlo Pricer for European Spread Options on Equity
| Monte Carlo method | European Bull | MC Spread Pricer |
| Monte Carlo method | European Bear | MC Spread Pricer |
| Monte Carlo method | European Butterfly | MC Spread Pricer |
| Monte Carlo method | European Straddle | MC Spread Pricer |
| Monte Carlo method | European Strangle | MC Spread Pricer |
| Monte Carlo method | European Strip | MC Spread Pricer |
| Monte Carlo method | European Strap | MC Spread Pricer |
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