Skip to content

A Scala Android App to calculate the prices of American / Bermudan options using the LSM (Least Squares Monte Carlo) method, Asian options by Monte Carlo simulation and European options by the Black Scholes formula.

License

Notifications You must be signed in to change notification settings

amulcahy/mcOptCal

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

41 Commits
 
 
 
 
 
 
 
 
 
 

Repository files navigation

mcOptCal

A Scala Android App to calculate the prices of American / Bermudan options using the LSM (Least Squares Monte Carlo) method, Asian options by Monte Carlo simulation and European options by the Black Scholes formula. The option payoff function and pseudo random number generator seed are user-definable and an android service is used to enable calculations to continue in the background while other activities are in the foreground.

About

A Scala Android App to calculate the prices of American / Bermudan options using the LSM (Least Squares Monte Carlo) method, Asian options by Monte Carlo simulation and European options by the Black Scholes formula.

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published