publisher
category
price
Free (IAP)store
Reviews
5 (3)
United States
Description
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).
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About
Bundle Id
AlanComan.BlackScholesMin Os. Version
13.0Release Date
Tue, Mar 27, 2018Update Date
Fri, Feb 26, 2021Content Rating
Has IMessage
NoSupport Watch
NoSupport Siri
NoFile Size
4.31MBHas Game Center
NoFamily Sharing
NoSupport Passbook
NoSupported Languages
EnglishWhat's New
version
2.2.0updated
3 years agoCompletely new UI.
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