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Search options not deleted user 55114

A contract that gives the owner the right, but not the obligation, to buy or sell a security at a fixed price in the future.

0 votes
1 answer
190 views

Montecarlo pricing

I have some problems with the Montecarlo simulation to price a generic Call option. I want to explain something regarding MC simulation with a simple cases, and after that I am going to talk about my …
John_maddon's user avatar
1 vote
1 answer
3k views

Finite Difference Method in Greeks (Options)

I need a way to approximate the analytical formula of Greeks of a generic call option using the Finite Difference Method. For example, the FD method for Delta/Gamma is the following one: Now, I am i …
John_maddon's user avatar