Serdar SEN

                                                                    Mathematical and Financial Engineer                                                                            Tel: +336 17 95 70 65 | Mail: senserdar87@gmail.com

Asian Option Pricing

You can price differents type of Asians options.
You can choose the type of strike : fixed or floating.
And you can choose the type of averaging : arithmetic (continuous, discrete) or geometric.

Enter your parameters

Stock price :
Strike type :
Strike price :
Maturity (year)
Volatlity per year (0,1 for 10%) :
Free risk rate (0,05 for 5%) :
Number of simulations :
Number of discretization :
Averaging type :

                values

Call Price : 
Put Price : 

 

Web hosting by Somee.com