Рет қаралды 2,206
In this video I go over C++ code to price options using a Monte Carlo Simulation. I explain what a Monte Carlo Simulation is and why they can be used to estimate values.
Disclaimer: ChatGPT was used to generate lines of code. If you want this video removed or credit because you believe ChatGPT had a hand in plagiarizing your source code, please contact me through scorsonejoseph4@gmail.com and we can square it away.
Links:
githuib: github.com/Eth...
Black Scholes Formula: www.investoped...
Reference:
www.quantstart...
More information:
github.com/fra...
core.ac.uk/dow...
Prometheus Analytics: whop.com/prome...
Prometheus Analytics Twitter: x.com/promethe...
Personal Twitter: x.com/scorsone...
Theme I am using: vscodethemes.c...