Introduction to QuantLib. Part 6: The monte carlo simulation method to price an option
This is the tutorial for the introduction to QuantLib, part 6. In the tutorial last time, I have shown you how to price a call option with the jump diffusion modeling in QuantLib. In this tutorial, we’ll go back to price the option with the Black Scholes modeling again, but instead of using the analytical method, we’ll use the Monte Carlo simulation method this time
The powerpoint in the video: https://drive.google.com/file/d/0B0wk...
Please also support the free calculator app that I wrote in the last Christmas holiday (2020). https://apps.apple.com/us/app/sfx-cal...
Currently the calculator app doesn't have any financial calculation function yet, but I'll consider to implement some financial calculation functions in the future using QuantLib.