DrDavidEllison / py_call_option_monte_carlo

Securities Pricing done via a Monte Carlo Simulation of the Black-Scholes Equation

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Securities Pricing done via a Monte Carlo Simulation of the Black-Scholes Equation

Python implementation of pricing a call option on a simple underlying like stock using Black-Scholes and Monte Carlo simulation of terminal price

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Securities Pricing done via a Monte Carlo Simulation of the Black-Scholes Equation


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