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Option Pricing with Monte Carlo Method and Black-Scholes Formula

The European options' prices and greeks are computed here with the black scholes formula
The asian ones are computed with Monte carlo methosd where we use the trapezoidal method.
According to american options we use the simple binomial method to have the result. Notice that
in our form used to set parameters, maturity means in fact time to maturity.



Copyright : Moulong Armel Rodrigue, 2012

Contact: moulongarmel@yahoo.fr