https://github.com/rbhatia46/options-pricing-monte-carlo

A monte Carlo simulation for Options Pricing, using Geometric Brownian Motion in Python.
https://github.com/rbhatia46/options-pricing-monte-carlo

Last synced: 3 months ago
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A monte Carlo simulation for Options Pricing, using Geometric Brownian Motion in Python.

• Host: GitHub
• URL: https://github.com/rbhatia46/options-pricing-monte-carlo
• Owner: rbhatia46
• Created: 2021-08-30T19:08:35.000Z (about 4 years ago)
• Default Branch: main
• Last Pushed: 2022-02-03T13:48:58.000Z (over 3 years ago)
• Last Synced: 2025-01-24T18:37:03.385Z (9 months ago)
• Language: Jupyter Notebook
• Size: 3.91 KB
• Stars: 1
• Watchers: 3
• Forks: 2
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

          
# Options-Pricing-Monte-Carlo

A monte Carlo simulation for Options Pricing, using Geometric Brownian Motion in Python.

Bried information and theory included in the notebook.