Monis Generalized Monte Carlo XL
Monis Generalized Monte Carlo XL is an analytical program that allows you to define your own payoff for each option that needs to be priced; giving your firm the flexibility to price a wide variety of equity linked structured products including path-dependent options or basket options with 100+ assets. The program’s payoff language construction is supported by a variety of examples, a comprehensive user guide and customer service.
Features
- Prices and hedges both simple and complex options
- Incorporates term structures of asset interest rates, dividends and volatilities
- Allows users to define their own payoffs and sample several times each day
- Offers a full choice of greeks for analysis
Benefits
- Increases flexibility by letting users define their own payoffs
- Helps enable faster decision-making with a variety of metrics
- Offers a wide range of example options to help with construction of payoffs
- Assists users with customer service and support