Timeline for Monte Carlo Options Probability Calculation
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 12, 2013 at 3:18 | history | tweeted | twitter.com/#!/StackQuant/status/388866292037738496 | ||
| Sep 27, 2013 at 14:45 | answer | added | SBF | timeline score: 1 | |
| Sep 1, 2013 at 17:34 | comment | added | Matt Wolf | That was my point, there are ultimately unlimited ways how to model stock prices, some of which more standard than others. I am afraid your question is too broad and to answer it properly requires writing a whole book. Hence my suggestion to search for MC-related posts on this site, play with some of those suggestions and come back and ask more targeted questions (search for "Monte Carlo stocks"). | |
| Sep 1, 2013 at 16:09 | comment | added | Feras | Thanks for your answer. I know the basics of the MC and how the simulation works. The problem is i dont know the correct formula to input to simulate the random stock price movement. | |
| Sep 1, 2013 at 15:36 | comment | added | Matt Wolf | BS: Simpler computationally speaking but very limited in regards to payoff functions, most non vanilla options do not have closed form solutions. MC: More computationally intensive but very flexible in its usage, including your choice of underlying price driven process. But this is not a forum to walk people through the basics of option pricing or Monte Carlo applications. Please google those topics for solid introductions and/or search this forum because questions about MC already exist here. | |
| Aug 31, 2013 at 14:39 | review | First posts | |||
| Aug 31, 2013 at 16:01 | |||||
| Aug 31, 2013 at 14:20 | history | asked | Feras | CC BY-SA 3.0 |