The Quant Journey
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The Quant Journey

Pricing Barrier Options using Monte Carlo Simulation in Python

Source: Cass Business School Structured Products Module

Modelling Exotic Options

When modelling exotic options, one has to make a fundamental decision very early in the process: should you model the option in a continuous-time, Black-Scholes type of model, or in a binomial model.

  • Generally many exotic options are initially priced via a binomial model, and then at some…

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This is a repository of information regarding everything quantitative. I am building my knowledge as I go, therefore this is a journey for both me as a contributor and you as a reader as we venture in to the world of mathematics, programming, statistics, finance and business.

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Andrea Chello

Andrea Chello

Quant | Full-Stack Blockchain Developer

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