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MG Soft Exotic Options Calculator

MG Soft Exotic Options Calculator

By MG Soft
Rating: 0 0/5 (0)
License type: Freeware
Home page: www.mgsoft.ru
Latest version: 1.0.3384.39451
Last updated: May 3rd, 2010
Application designed to calculate the value and greeks of vanilla and exotic options, primarily via Monte Carlo simulation.
Calculation of fair value and greeks for the following option

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