Giters

chenxin1-5 / Options-Pricing-Monte-Carlo

A monte Carlo simulation for Options Pricing, using Geometric Brownian Motion in Python.

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Options-Pricing-Monte-Carlo

A monte Carlo simulation for Options Pricing, using Geometric Brownian Motion in Python.

Bried information and theory included in the notebook.

About

A monte Carlo simulation for Options Pricing, using Geometric Brownian Motion in Python.

Languages

Language:Jupyter Notebook 100.0%