Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
 
Quick Search:    (AJAX based: No need to press button)

Main : Excel : 


Category: Excel View Full Details
Download Now!Asian Option price using Monte carlo simulation
Submitter: vanna Date: 2008/7/31
Description:
Calculates price of an arithmetic average fixed strike asian option using Monte carlo simulation.
Input parameters are option specifications and monte carlo settings.

Got a question or problem with this link? Just enter your message and click on submit. No registration is required.

Note: A copy of this message will also be emailed to the submitter of this link
Downloaded 4733 times  4733  File Size 0 bytes  Supported Platforms Excel VBA  Home Page http://www.quantcode.com/
Rating: 5.00 (2 votes)
Rate this File | Modify | Delete | Report Broken File | Tell a Friend | Comments (15)

Poster Thread
Anonymous
Posted: 2011/4/20 4:57  Updated: 2011/4/20 4:57
 Asian Option price using Monte carlo simulation
link problem

Poster Thread
Anonymous
Posted: 2013/4/6 7:40  Updated: 2013/6/2 21:31
 Asian Option price using Monte carlo simulation
I want to ask you the VBA code for Asian options with stock that pays dividend

Discuss this file. Just enter your message and click on submit. No registration is required.
Similar Links:
Asian Option Price using Monte Carlo simulation (Software)
Call Option price using Monte carlo simulation (Software)
European option price using Monte carlo simulation (Software)
Heston Option prices using Monte carlo simulation (Software)
Option price by Monte carlo simulation in SABR model (Software)

Subscribe to RSS or daily email updates of latest quantitative finance code listings
Email address :
Copyright 2011 QuantCode Inc. All rights reserved.