JoshMusira / Monte_Carlo_Simulation

Implementation of European option pricing using the Black-Scholes formula

European Option Pricing

Overview

This project is a Python implementation of European option pricing using the Black-Scholes formula and Monte Carlo simulation techniques.

Features

• Calculate the price of European call and put options using the Black-Scholes formula.
• Perform Monte Carlo simulations to estimate option prices and analyze risk.
• Visualize option pricing results using histograms and density plots.

Dependencies

• Python 3.x
• numpy
• scipy
• matplotlib
• pandas

Usage

1. Install dependencies:

   pip install numpy scipy matplotlib pandas yfinance

Credits

• Author: Joshua Musira
• Email: [e-mail]