Options Pricing Monte Carlo 4+
Options & Financial Calculator
Tenacious App Production, LLC
Designed for iPad
-
- Free
- Offers In-App Purchases
Screenshots
Description
Price options with Black Scholes, or get Implied Vol. Use Monte Carlo to price options or use Heston model with Stochastic Vol!
The Options Pricing Monte Carlo app prices power options: max(S^i -K,0) or max(K-S^i,0). It also shows the % of paths with positive payoffs. The normal inverse is calculated with Beasley-Springer-Moro method.
The Heston tab is used to price options under stochastic volatility using Monte Carlo.
It also prices European options using Black-Scholes and can also calculate Implied Vol. Normal is calculated by direct integration using Simpson method with a low tolerance.
So 4 calculators in one:
- Monte Carlo simulator for regular European and Power options.
- Monte Carlo simulator for European options with stochastic vol (Heston model).
- Black Scholes calculator for price and greeks and implied vol.
- Simulation tab lets you visualize Brownian Motion with drift. (2D or vs time).
What’s New
Version 2.2.0
Completely new UI.
App Privacy
The developer, Tenacious App Production, LLC, indicated that the app’s privacy practices may include handling of data as described below. For more information, see the developer’s privacy policy.
Data Not Collected
The developer does not collect any data from this app.
Privacy practices may vary based on, for example, the features you use or your age. Learn More
Information
- Provider
- Tenacious App Production, LLC
- Size
- 4.5 MB
- Category
- Finance
- Compatibility
-
- iPhone
- Requires iOS 13.0 or later.
- iPad
- Requires iPadOS 13.0 or later.
- iPod touch
- Requires iOS 13.0 or later.
- Mac
- Requires macOS 11.0 or later and a Mac with Apple M1 chip or later.
- Apple Vision
- Requires visionOS 1.0 or later.
- Languages
-
English
- Age Rating
- 4+
- Copyright
- © 2018 Alan Coman
- Price
- Free
- In-App Purchases
-
- Mega Diamond Bag 19,99 lei
- Large Diamond Bag 14,99 lei
- Diamond Bag 9,99 lei