Call option pricing using Monte Carlo (Python)

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  • Опубликовано: 3 окт 2024
  • You will learn how to calculate the value of a european call option using Monte Carlo in Python. In particular, we'll make 7 different MC simulations. For each one, we will determine the call option price and the confidence intervals, to get a feel on how many trajectories are needed to stabilize the price and the 95% CI.

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