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ATOM - ADVANCED TOOL FOR OPTION MODELLING

Welcome to ATOM! The purpose of this website is to contribute knowledge of derivatives pricing and structuring to the community. ATOM is a visual implementation of an underlying option-pricing library developed in C++. A Java version is scheduled to be released soon.


December 7th, 2002 - ATOM 1.0a released. The improvements consist in some minor text corrections and a new proprietary Halton sequence generator. For a bit of cosmetic surgery and, hopefully, some new features, we still have to wait for version 1.1, though. A new page dedicated to low discrepancy sequences, and to the Halton sequence in particular, is also on-line, along with the source code for Halton numbers generation.

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