Treballs de l'assignatura Markets and Derivatives

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Treballs de l'assignatura Markets and Derivatives de tercer o quart curs del Grau en Economia.

Project on numerical methods : a proof on Monte Carlo method to price European options

Bistué Muñoz, Pablo; Garvayo Navarro, Alberto; Pérez de Lara y Sánchez, Eduardo (2018)

In this project we show how European options can be priced by using the Monte Carlo method. Since the first results were positive, assuming that market is following Black-Scholes model, we saw how the value estimated with ...