VaRisk Option Pricing
VaRisk Option Pricing
Windows, Mac amp; Web App
VaRisk Option Pricing is a computer program running on Windows and Mac and on the web, to calculate the price and sensitivity of vanilla options and exotic options. Exotic options include binary options, standard barrier options ( knock-in, knock-out), double- barrier options (double knock-in, double knock-out), binary barrier options (no touch, one touch) and the double barrier binary options (double one- touch, double no touch). The models used are: the Black-Scholes with modifications, Vanna-Volga and Monte Carlo Simulation. VIEW WINDOWS & MAC-BASED APP VIEW WEB APP