Monis Generalized Monte Carlo XL
For more power in path-dependent options, the Monis suite includes a Monte Carlo engine with a customizable payoff language that helps enable users to price and hedge virtually any type of option.
Features
- Basket options with 100+ assets
- Corridors
- Fluffy barriers
- Range accruals
- Quanto cliquets
Benefits
- Helps price assets including those with term structures of interest rates, dividends and volatilities for each asset
- Includes online, interactive guides that lead you through the software
- Provides an Excel add-in and analytic library for easy integration with your in-house systems