Java Quant

            Financial Quantitative Algorithms

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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