Java Quant

            Financial Quantitative Algorithms

Jump-Diffusion Algorithms

    Description of the Jump-Diffusion process

 

Java Applets - Monte Carlo Pricer for European Barrier Options on Equity

 

Monte Carlo method European(E) Spreads MC Jump Spread
Monte Carlo method European(E) Barriers MC Jump Barrier
Monte Carlo method European(E) Call, Put, Asian, Lookback, etc MC Jump Options

 


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