Option Pricing Using Monte Carlo Simulations

An alternative approach to pricing options and other financial instruments

Kevin Mekulu
The Startup
Published in
3 min readJul 17, 2020

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Photo by Kaboompics.com from Pexels

Summary

  • Monte Carlo simulation is one of the most important algorithms in quantitative finance
  • Monte Carlo simulation can be utilized as an alternative tool to price options ( the most popular option pricing…

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Kevin Mekulu
The Startup

Ph.D Candidate | Applied Maths & Industrial Engineering