American Options - Live Pricing, Risk & Trading Strategies
Monte Carlo Simulation - Exotic Option Pricing
European Options
CRR Model - Path Dependent Option Pricing
Heston Simulation - Exotic Options
Correlated Monte Carlo Simulation

Options Training Bundle

Discover the ultimate toolkit for options traders and quants with a sharp focus on American Options pricing and powerful Monte Carlo simulation tools. This bundle delivers fast, market-accurate pricing and cutting-edge analysis, designed to train and elevate your trading and modeling skills to a professional level.

At its core, the American Options Pricing Workbook outlines live pricing, risk analytics, and comprehensive trading strategies covering directional, income, range, and spread plays. Benefit from industry-standard models including analytical approximations, Cox, Ross and Rubinstein (CRR) and Leisen-Reimer binomial trees, alongside the Longstaff-Schwartz Monte Carlo method. The CRR model is thoroughly explored to provide intuitive visualizations of optimal exercise decisions and offers easy customization for barrier and exotic options — making it a foundational tool for options strategists.

The Monte Carlo Simulation Package offers exceptional support to simulate both vanilla and exotic options with unparalleled detail and precision. Experience live, path-by-path simulations visually displaying complex pricing phenomena such as knock-ins, knock-outs, and expiry scenarios—whether in-the-money or out-of-the-money. These vivid simulations unveil the inner workings of option pricing in real time, turning advanced theory into insightful, actionable understanding.

Supporting these powerhouse modules are additional components that broaden your pricing and risk toolkit: the European Options Workbook offers fast, intuitive pricing and Greeks analysis; the CRR Model Module provides useful training tools to price American and path-dependent options; and Advanced Heston Model and Correlated Monte Carlo Simulation Toolkits show how to handle multi-asset and stochastic volatility environments.