Equity Option - Pricing Engine / Practitioner Models

Composed with all encompassing industry quant models, this elaborate pricing engine gives you prices for your equity derivatives instantly and online.
1) Standard Black Scholes Merton (BSM) pricing along with greeks gives you benchmark upon which other model outputs could be benchmarked.
2) Two Monte Carlo simulation variants solve the high discrepancy and normal deviate issues. Stock return distribution chart validates the brownian motion and normal deviates.
3) MonteCarlo Antithetic model employ MersenneTwister for better uniform random. Box-Muller transformation maps the uniform random to standard normal deviate.
4) MonteCarlo Sobol model employ widely used Quasi random sequence generator (Sobol).
5) Binomial Model provides an intuitive CRR tree with option prices along all time steps.
6) Trinomial CRR tree [lamda=sqrt(3/2)] achieves better convergence and just like binomial provies an intuitive rendering and supports unlimited maturity and timestep flexibility.
7) Explicit finite difference scheme model employ the Dirichlt boundary conditions to build the lattice that's intuitively rendered in the tool.

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