MG Soft Exotic Options Calculator

MG Soft Exotic Options Calculator 1.0

Free
Application designed to calculate the value and greeks of vanilla
 
1.0.3384 (See all)

Application designed to calculate the value and greeks of vanilla and exotic options, primarily via Monte Carlo simulation.
Calculation of fair value and greeks for the following option
Binary (Cash-or-nothing) Options (using standard analytical formulae).
Asian Options (using Monte Carlo simulation).
Barrier Options (using Monte Carlo simulation).
Lookback Options (using Monte Carlo simulation).

Info updated on: