Balls or barrels? A model builder speaks about his reason for being. Ask the right question. Answer it quick. The model will take care of itself. That is all there is to building great models. I build models. In 1987 when I was thinking about a
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The Zen of building risk models. A model builder speaks about his reason for being. Ask the right question. Answer it quick. The model will take care of itself. That is all there is to building great models. I build models. In 1987 when I was
The post Zen of building risk models. Balls or barrels? appeared first on Finance Training Course.
Option Pricing – Pricing Exotic Options using Monte Carlo simulators This is our third post in the Exotic Option pricing using Monte Carlo Simulation series. We walk through the minor tweaks required in our Monte Carlo Simulation model to price Asian, Lookback, Barrier & Chooser Options. Our assumption is that you have been following our prior posts […]
Option pricing using Monte Carlo Simulation In our post on Option Pricing using Monte Carlo Simulation, we walk through a simple modeling framework used for pricing vanilla as well as exotic options in Excel. After the framework is introduced we drop a few hints on how to price Asian, Barrier, Ladder & Chooser options using Monte […]
