Hello friend, I really admire your channel and I'm thinking of doing this, see if it makes sense what I want to do: 1) An algorithm that could calculate possible ranges of values for a given asset. For example a MonteCarlo and with the odds. 2) In this same prediction, see possible volatilities scenarios, using the ARCH and GARCH models for each price sigma in item 1; 3) And finally, calculate the values of certain asset options for the price and vol scenarios predicted in the previous scenarios.
Hello, I noticed that the Monte Carlo price was much lower (16.28) than the close formula (17.72). Is this expected? Is there a way to make them closer ? Thank you !
![Seungmin "그렇게, 천천히, 우리(As we are)" | [Stray Kids : SKZ-PLAYER]](http://i.ytimg.com/vi/kAzmhLHePqU/mqdefault.jpg)
Perfect timing I had and assignment to price look back option and I was lost a bit , but this video helped thanks 🙏🏼
how?
This lecture is hard but intuitive.
Hello, what's the difference among brownian motion , Brownian bridge and geometry Brownian motion?thx for ur answer.
Hello friend, I really admire your channel and I'm thinking of doing this, see if it makes sense what I want to do:
1) An algorithm that could calculate possible ranges of values for a given asset. For example a MonteCarlo and with the odds.
2) In this same prediction, see possible volatilities scenarios, using the ARCH and GARCH models for each price sigma in item 1;
3) And finally, calculate the values of certain asset options for the price and vol scenarios predicted in the previous scenarios.
Hello, I noticed that the Monte Carlo price was much lower (16.28) than the close formula (17.72). Is this expected? Is there a way to make them closer ? Thank you !
Don't understand the meme on the thumbnail picture.