Monte Carlo: Options

Use Monte Carlo simulation to price Asian or European options.

Inputs

Underlying Price (S₀) * Strike Price (K) * Time to Maturity (T) * Risk-Free Rate (r) * Volatility (σ) * Dividend Yield (q) Number of Simulations/Paths * Number of Steps (intra-path) * Option Type Option Style

Results

Option Price: N/A

The Derivative Desk

Monte Carlo: Options

Inputs

Results

Visualizations

Simulation Results Histogram

Convergence Plot

Stocks

Inputs

Results

Visualizations

Simulation Results Histogram

Convergence Plot

Stocks

Stock Details

Price Performance

Financial Ratios

Profitability & Margins

Dividends & Cashflow

Analyst Ratings

Stock Performance (1 Year)