Join or Sign In

Sign in to add and modify your software

Continue with email

By joining Download.com, you agree to our Terms of Use and acknowledge the data practices in our Privacy Policy.

Options Pricing Monte Carlo for iOS

By Alan Coman Free

Developer's Description

I just added the Monte Carlo Simulation Tab to the calculator. I bet many hours will be spent on it.

Additionally, you can share the results of the calculation via the share button in the tab.

Have you ever wanted to price an option, but were away from your computer? Wait no more. The Options Pricing Monte Carlo app prices power options: max(S^i -K,0) or max(K-S^i,0). It also shows the % of paths with positive payoffs. The normal inverse is calculated with Beasley-Springer-Moro method.

The Heston tab is used to price options under stochastic volatility using Monte Carlo.

It also prices European options using Black-Scholes and can also calculate Implied Vol. Normal is calculated by direct integration using Simpson method with a low tolerance.

So 4 calculators in one:

- Monte Carlo simulator for regular European and Power options.

- Monte Carlo simulator for European options with stochastic vol (Heston model).

- Black Scholes calculator for price and greeks and implied vol.

- Simulation tab lets you visualize Brownian Motion with drift. (2D or vs time). Ideal for Physics or Chemistry majors.

Full Specifications

What's new in version 2.1.2


Release June 12, 2020
Date Added June 12, 2020
Version 2.1.2

Operating Systems

Operating Systems iOS
Additional Requirements Requires iOS 10.3 or later. Compatible with iPhone, iPad, and iPod touch.


Total Downloads 0
Downloads Last Week 0
Report Software

Related Apps

Blockchain - Bitcoin Wallet

Blockchain - Bitcoin Wallet



PayPal - Send and request money safely

PayPal - Send and request money safely

Mint: Personal Finance, Budget, Bills & Money

Mint: Personal Finance, Budget, Bills & Money