Bermudan Equity Option Pricing

Simulates the Black Scholes option evaluation model.

Simulates the Black Scholes option evaluation model.

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Software Specs

Publisher:............ Christian Fries

License:............... Freeware

File size:.............. 2 KB

Downloads:.........

Release date:...... 26 Feb 2013

Last update:........ 04 Aug 2014

Publisher review for Bermudan Equity Option Pricing :

Review by: Christian Fries
Bermudan Equity Option Pricing is a lightweight and easy to use Java application designed to help you run a simulation of the Black Scholes option evaluation model.



The initial value, the short rate and the volatility sigma are the customizable parameters. You can also change other Monte Carlo settings, such as the number of oaths and the time discretization.

Requirements:
Java 1.5

Operating system:
Windows 8, Windows 7, Windows Vista, Windows XP, Windows 2000, Windows 98

Download Bermudan Equity Option Pricing

Bermudan Equity Option Pricing download tags:

Black Scholes simulator option evaluation evaluate option Black Scholes price

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