2.2.0
2021-02-26
Completely new UI.
2.1.2
2018-08-09
Increased the maximum number of simulations to 400,000,000.
2.1.1
2018-06-12
New screenshots and minor changes to the help page.
2.1.0
2018-06-09
Thank you for using the Options Pricing Monte Carlo App.
New in this version:
- added the Simulation tab, which shows live Monte Carlo simulations.
- removed the Bond Yield calculator, which is a stand-alone app
- run 350,000,000 simulations in 20 seconds!!!!
- fixed a bug in the Heston Model controller
- minor UI enhancements
2.0.1
2018-04-25
Thank you for using the app. New in version 2.0.1:
- made sure initial diamonds >0 at installation time
- minor UI fixes
v2.0
2018-04-25
Thank you for using the Monte Carlo app. New in version 2.0:
- In app purchases added
- Number of simulations increased to 300,000,000 (yes, you read that right). Responsive UI (multithreading).
- Heston model for stochastic vol.
- Localization works perfectly (for number formatting)
- Operations available are based on diamonds mined - in Jim Gatheral's words - Diamonds are quant's best friends. Now it's clear why. More Diamonds, more simulations to run.
- Diamonds can be gifted for app referrals - via a convenient button on the help page.
- Added the normal model for stock evolution (Bachelier).
- Added the volatility of the asset simulation
- Removed the mortgage/loan calculator - will be a separate app
- GUI/UI improvements
v1.0.1
2018-03-28
Fixed a bug in Black Scholes prices to allow 0 rates.
Some UI fixes and improvements.