Options Pricing Monte Carlo2.2.0 - App Store
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Publisher Description
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).
Version History Completely new UI. 2.2.0 02/26/2021 Increased the maximum number of simulations to 400,000,000. 2.1.2 08/09/2018 New screenshots and minor changes to the help page. 2.1.1 06/12/2018 Thank you for using the Options Pricing Monte Carlo App.
New in this version:
- added the Simulation tab, which shows live Monte Carlo simulations.
- removed the Bond Yield calculator, which is a stand-alone app
- run 350,000,000 simulations in 20 seconds!!!!
- fixed a bug in the Heston Model controller
- minor UI enhancements 2.1.0 06/09/2018 Thank you for using the app. New in version 2.0.1:
- made sure initial diamonds > 0 at installation time
- minor UI fixes 2.0.1 04/25/2018 Thank you for using the Monte Carlo app. New in version 2.0:
- In app purchases added
- Number of simulations increased to 300,000,000 (yes, you read that right). Responsive UI (multithreading).
- Heston model for stochastic vol.
- Localization works perfectly (for number formatting)
- Operations available are based on diamonds mined - in Jim Gatheral's words - Diamonds are quant's best friends. Now it's clear why. More Diamonds, more simulations to run.
- Diamonds can be gifted for app referrals - via a convenient button on the help page.
- Added the normal model for stock evolution (Bachelier).
- Added the volatility of the asset simulation
- Removed the mortgage/loan calculator - will be a separate app
- GUI/UI improvements v2.0 04/25/2018 Fixed a bug in Black Scholes prices to allow 0 rates.
Some UI fixes and improvements. v1.0.1 03/28/2018 1.0 03/27/2018
About Options Pricing Monte Carlo
The company that develops Options Pricing Monte Carlo is Tenacious App Production, LLC. The latest version released by its developer is 2.2.0.
To install Options Pricing Monte Carlo on your iOS device, just click the green Continue To App button above to start the installation process. The app is listed on our website since 2026-10-13 and was downloaded 0 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded app with your antivirus. Your antivirus may detect the Options Pricing Monte Carlo as malware if the download link is broken.
How to install Options Pricing Monte Carlo on your iOS device:
- Click on the Continue To App button on our website. This will redirect you to the App Store.
- Once the Options Pricing Monte Carlo is shown in the iTunes listing of your iOS device, you can start its download and installation. Tap on the GET button to the right of the app to start downloading it.
- If you are not logged-in the iOS appstore app, you'll be prompted for your your Apple ID and/or password.
- After Options Pricing Monte Carlo is downloaded, you'll see an INSTALL button to the right. Tap on it to start the actual installation of the iOS app.
- Once installation is finished you can tap on the OPEN button to start it. Its icon will also be added to your device home screen.
Program Details
System requirements
Download information
Pricing
Version History
version 2.2.0
posted on 2026-10-13
Version History Completely new UI. 2.2.0 02/26/2021 Increased the maximum number of simulations to 400,000,000. 2.1.2 08/09/2018 New screenshots and minor changes to the help page. 2.1.1 06/12/2018 Thank you for using the Options Pricing Monte Carlo App.
New in this version:
- added the Simulation tab, which shows live Monte Carlo simulations.
- removed the Bond Yield calculator, which is a stand-alone app
- run 350,000,000 simulations in 20 seconds!!!!
- fixed a bug in the Heston Model controller
- minor UI enhancements 2.1.0 06/09/2018 Thank you for using the app. New in version 2.0.1:
- made sure initial diamonds > 0 at installation time
- minor UI fixes 2.0.1 04/25/2018 Thank you for using the Monte Carlo app. New in version 2.0:
- In app purchases added
- Number of simulations increased to 300,000,000 (yes, you read that right). Responsive UI (multithreading).
- Heston model for stochastic vol.
- Localization works perfectly (for number formatting)
- Operations available are based on diamonds mined - in Jim Gatheral's words - Diamonds are quant's best friends. Now it's clear why. More Diamonds, more simulations to run.
- Diamonds can be gifted for app referrals - via a convenient button on the help page.
- Added the normal model for stock evolution (Bachelier).
- Added the volatility of the asset simulation
- Removed the mortgage/loan calculator - will be a separate app
- GUI/UI improvements v2.0 04/25/2018 Fixed a bug in Black Scholes prices to allow 0 rates.
Some UI fixes and improvements. v1.0.1 03/28/2018 1.0 03/27/2018
version 2.2.0
posted on 2021-02-26
Completely new UI.
version 2.2.0
posted on 2021-02-26
Feb 26, 2021
Version 2.2.0
Completely new UI.
Disclaimer
Official App Store Link
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