Java Quant

            Financial Quantitative Algorithms

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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