Java Quant

            Financial Quantitative Algorithms

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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