1. A system for deriving an option price on an underlying asset comprising: a computer; means for accessing a database server via the computer, the server having resident thereon historical data on an option and on an asset underlying the option; interface means for permitting a user to access the computer and to enter an input parameter for a desired option; software means resident on the computer for causing the computer to perform a simulation via stochastic statistical sampling on the historical asset data for the desired option based upon the input parameter using a Monte Carlo path integral simulation algorithm to derive an option price and at least one price sensitivity parameter in a single simulation; and means for outputting to the user a graphical representation of the simulation for the underlying asset.