Modeling Financial Markets: Lattice Methods and Monte Carlo Simulations for Option Valuation - Maple Application Center
  Submit your work
Application Center Applications Modeling Financial Markets: Lattice Methods and Monte Carlo Simulations for Option Valuation

Modeling Financial Markets: Lattice Methods and Monte Carlo Simulations for Option Valuation

Author
: Dr. Alejandro Reynoso
0
Engineering software solutions from Maplesoft
 Download
This Application runs in Maple. Don't have Maple? No problem!
 Try Maple free for 15 days!

This document explores lattice methods and Monte Carlo simulations for option valuation. It includes the following topics:

  • Fraction of Year Calculator
  • European Option Valuation with Monte Carlo Simulations
  • Americal Option Valuation with Lattices

This is part 21 of a 45-document course on Modeling Financial Markets. 

Application Details

Publish Date: July 19, 2022
Created In: Maple 2015
Language: English
This app is not in any Collections

Add to a Collection

Tags

finance monte-carlo

More Like This

Interactive Macroeconomics: Section 1.4

Dr. Alejandro Reynoso

1
Interactive Macroeconomics: Section 1.2

Dr. Alejandro Reynoso

1
Interactive Macroeconomics: Section 2.2

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 2.3

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 1.3

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 2.4

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 1.6

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 2.5

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 1.5

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 1.1

Dr. Alejandro Reynoso

3
Interactive Macroeconomics: Section 3.1

Dr. Alejandro Reynoso

0
Interactive Macroeconomics: Section 2.1

Dr. Alejandro Reynoso

0