MCOV (Monte Carlo Option Valuer) uses a Monte Carlo method to estimate the value of American-style financial options to a trader using a particular strategy. New strategies can be employed by subclassing strategy (and maybe day and day-factory) classes.
|Tags||Office/Business Financial Investment|
|Operating Systems||OS Independent|
Release Notes: This initial release employs very simple strategies in which the option is sold just before it expires. Two sample price-history files are included.