Options Pricing with Monte Carlo Simulation
Highlight Preface Monte Carlo simulation has been widely adopted in the field of financial research. In 【Quant(19)】Prediction of Portfolio Performance, we have introduced how to use Monte Carlo simulation for stock price prediction. In today`s article, we will extend the application to more complex options pricing. In 【Quant】CRR Model and 【Quant】Black Scholes model and Greeks, … Continue reading Options Pricing with Monte Carlo Simulation
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