MG Soft Exotic Options Calculator is a freeware application designed to calculate the value and greeks of vanilla and exotic options, primarily via Monte Carlo simulation. The calculators are using valuation functions from PLaNETa.
The application has the following main features at the current time.
Calculation of fair value and greeks for the following options.
Vanilla Options (using standard Black-Scholes formulae).
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). #rar
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Posted on 23 February 2010
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