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Quick Start

A brief example to get you started can be found in this case study.

Monte Carlo with VBA in MS Excel

Pricing an American Option with Monte Carlo in VBA is another Example for a substantiall speed-up.

Monte Carlo with Theta Suite

Pricing an American Option with Monte Carlo using Matlab and Theta Suite can be accelerated substancially using Theta Site. How this is done is explained here.

Cox-Ross-Rubinstein Tree with FinAnSu

Pricing an American Option with a Cox-Roth-Rubinstein (CRR) tree is a perfect example, of how much Theta Proxy can speed up your equations.