Options Pricing Monte Carlo
Options Pricing Monte Carlo Summary
Options Pricing Monte Carlo is a with in-app purchases iOS app in Finance by Tenacious App Production, LLC. Released in Mar 2018 (7 years ago). It has 3.00 ratings with a 5.00★ (excellent) average. Based on AppGoblin estimates, it reaches roughly 41 monthly active users and generates around $<10K monthly revenue (100% IAP / 0% ads). Store metadata: updated Feb 26, 2021.
Store info: Last updated on App Store on Feb 26, 2021 .
5★
Ratings: 3.00
Screenshots
App 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).