Monte Carlo

The following Monte Carlo code is provided as described in the relevant blog posts. The user may use and distribute it as she pleases. No warranty, stated or implied, is given.

Excel Option Pricer 2.1 – Last Updated: 07/05/2013 – discussed here (instructions)


Excel Option Pricer 2.0 – Last Updated: 26/03/2013 – discussed here


Simple Option Pricer 1.0 – Last Updated: 15/01/2013 – discussed here (intro), here (factories), and here (digital options) – NO LONGER BEING UPDATED


2 thoughts on “Monte Carlo”

  1. Hello,
    When downloading ExcelOptionPricer.xll, Norton Antivirus said that this file contains the WS.Reputation.1
    Can you help me ?

    1. Ideally you should switch off anti-virus programs when you’re trying to write your own dll (.xll) files. Antivirus programs like Nortons are not sophisticated enough to work with your own coded .dll files, in general, and are more trouble than they’re worth. Fixing the problem you’ve experienced while leaving Norton’s on is not practical.

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