Pricing Options Using Monte Carlo Simulation in C++ (Beginner Friendly)
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/EthernetWink/Cplus...
Black Scholes Formula: www.investopedia.com/terms/b/...
Reference:
www.quantstart.com/articles/E...
More information:
github.com/frankieycy/option-...
core.ac.uk/download/pdf/14504...
Prometheus Analytics: whop.com/prometheus-analytics/
Prometheus Analytics Twitter: x.com/prometheusmondo
Personal Twitter: x.com/scorsone_joe
Theme I am using: vscodethemes.com/e/daylerees....
Пікірлер: 11
Nice to see that this channel is growing!! Happy that you're back
Watching now, nice demonstration
@ethernetwink7230
26 күн бұрын
@@aaronp3781 glad you like it!
Nice vid, IS major so I like looking at business and technology. If there any project coming up you want contributions on I’m all game!
@ethernetwink7230
25 күн бұрын
Class. I’m glad you enjoy the videos
What colour scheme is that please bud?
@ethernetwink7230
24 күн бұрын
Go to the link for the theme in the description. And this specific on is called “Box UK Contrast (rainglow)
@bertrodgers2420
23 күн бұрын
@@ethernetwink7230 thanks mate!
can i work for you ...i want to learn please
@ethernetwink7230
25 күн бұрын
I don’t have the means to pay an employee my friend. If you’re hungry you’ll get it! I didn’t know anything about this at one point. Read The Misbehavior of Markets by Benoit Mandelbrot and you’ll learn a lot. Find a nuance in the market that you like and dive into it. At first mine was market microstructure and making order flow strategies. Now I’m super into options and risk. Make things, break them and work hard
@content-vp5xw
25 күн бұрын
@@ethernetwink7230 i will do it for free and you will teach all you know