Question: Develop a library of programs to price different types of stock options. Some choices involve: calls and puts; vanilla and exotic; European, Asian, and American;
Develop a library of programs to price different types of stock options. Some choices involve: calls and puts; vanilla and exotic; European, Asian, and American; The Greeks; etc. if you don't know some of these terms well, that's part of the project! Note that it is possible to do a bit of this analytically, but simulation will have to be your main tool, maybe involving some variance reduction
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
