In-App Purchases
Free
⭐️5 / 5
Rating
🙌3
Ratings
📼2 vids & 6 scs
Content
📦w/o updates
Updates frequency
🗣❌ unsupported
Your locale
🧾$1.99 - $3.99
In-App Purchase
- Versions
- In-App Purchases History3
- Price History
- Description
- FAQ
All Versions of Options Pricing Monte Carlo
2.2.0
February 26, 2021
Completely new UI.
2.1.2
August 9, 2018
Increased the maximum number of simulations to 400,000,000.
2.1.1
June 12, 2018
New screenshots and minor changes to the help page.
2.1.0
June 9, 2018
Thank you for using the Options Pricing Monte Carlo App.
New in this version:
- added the Simulation tab, which shows live Monte Carlo simulations.
- removed the Bond Yield calculator, which is a stand-alone app
- run 350,000,000 simulations in 20 seconds!!!!
- fixed a bug in the Heston Model controller
- minor UI enhancements
More2.0.1
April 25, 2018
Thank you for using the app. New in version 2.0.1:
- made sure initial diamonds >0 at installation time
- minor UI fixes
Morev2.0
April 25, 2018
Thank you for using the Monte Carlo app. New in version 2.0:
- In app purchases added
- Number of simulations increased to 300,000,000 (yes, you read that right). Responsive UI (multithreading).
- Heston model for stochastic vol.
- Localization works perfectly (for number formatting)
- Operations available are based on diamonds mined - in Jim Gatheral's words - Diamonds are quant's best friends. Now it's clear why. More Diamonds, more simulations to run.
- Diamonds can be gifted for app referrals - via a convenient button on the help page.
- Added the normal model for stock evolution (Bachelier).
- Added the volatility of the asset simulation
- Removed the mortgage/loan calculator - will be a separate app
- GUI/UI improvements
Morev1.0.1
March 28, 2018
Fixed a bug in Black Scholes prices to allow 0 rates.
Some UI fixes and improvements.
More1.0
March 27, 2018
Options Pricing Monte Carlo In-App Purchases History
$1.99
Diamond Bag
Get 20 diamonds
$2.99
Large Diamond Bag
Get 45 diamonds
$3.99
Mega Diamond Bag
Get 75 diamonds
Price History of Options Pricing Monte Carlo
Description of Options Pricing Monte Carlo
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).
Show less
Options Pricing Monte Carlo: FAQ
Yes, Options Pricing Monte Carlo offers an iPad version.
The Options Pricing Monte Carlo app was released by Tenacious App Production, LLC.
The minimum iOS version for the Options Pricing Monte Carlo app is 13.0.
Options Pricing Monte Carlo has an impressive rating of 5.0 out of 5, indicating that it is a top-quality app.
The App Genre Of The Options Pricing Monte Carlo App Is Finance.
2.2.0 is the most recent version of Options Pricing Monte Carlo.
The latest Options Pricing Monte Carlo app update was released on July 2, 2024.
Options Pricing Monte Carlo was first made available on February 5, 2023.
Safe for kids, with no inappropriate or mature content.
Options Pricing Monte Carlo is now available to use in English.
No, Options Pricing Monte Carlo is not on Apple Arcade.
Yes, Options Pricing Monte Carlo is equipped with in-app purchases for your convenience.
Unfortunately, Options Pricing Monte Carlo is not fully compatible with Apple Vision Pro.
