REALITY OPTION WORLD
of your favorite option formulas!
TO THE PEOPLE
formula implemented in over 30 languages including VB.NET,
Clean, Ruby, and Lisp.
IN FOUR DIMENSIONS
as function of time, price and volatility. Zooom!
Monte Carlo java calculator.
MONTE CARLO VALUATION
HALL MONTE CARLO
one, two or three?
to price exotic options beyond your wildest dreams!
binomial and trinomial models are extremely flexible models
that can be used for valuation of a large number of different
options on 2 correalted assets.
THE ACCURACY OF VEGA
the accuracy of pi.
Espen Haug 1998- 2004 all rights reserved