https://github.com/joshmusira/monte_carlo_simulation

Implementation of European option pricing using the Black-Scholes formula
https://github.com/joshmusira/monte_carlo_simulation

matplotlib monte-carlo-simulation python3 scipy yfinance-data-warehouse

Last synced: 3 months ago
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Implementation of European option pricing using the Black-Scholes formula

• Host: GitHub
• URL: https://github.com/joshmusira/monte_carlo_simulation
• Owner: JoshMusira
• Created: 2024-05-09T11:14:08.000Z (8 months ago)
• Default Branch: main
• Last Pushed: 2024-05-14T13:07:14.000Z (8 months ago)
• Last Synced: 2024-10-15T17:29:44.993Z (3 months ago)
• Topics: matplotlib, monte-carlo-simulation, python3, scipy, yfinance-data-warehouse
• Language: Jupyter Notebook
• Homepage:
• Size: 1.21 MB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# European Option Pricing

## Overview

This project is a Python implementation of European option pricing using the Black-Scholes formula and Monte Carlo simulation techniques.

## Features

- Calculate the price of European call and put options using the Black-Scholes formula.

- Perform Monte Carlo simulations to estimate option prices and analyze risk.

- Visualize option pricing results using histograms and density plots.

## Dependencies

- Python 3.x

- numpy

- scipy

- matplotlib

- pandas 

## Usage

1. **Install dependencies:**

   ```bash

   pip install numpy scipy matplotlib pandas yfinance

   ```

## Credits

- Author: Joshua Musira

- Email: [email protected]