PROJECT-07 — Monte Carlo Option Pricing

OptionsSimulation

Overview & Results

Sample GBM paths.

Sample GBM paths.

Terminal distribution check.

Terminal distribution check.

Convergence of MC estimator.

Convergence of MC estimator.

SUMMARY

Simulated GBM paths and priced vanilla options.
Validated terminal distributions vs analytics.
Checked Monte‑Carlo convergence behaviour.
Explained variance reduction ideas at a high level.
Provided clean plots and code for learning.

Research Notebook

Full code is embedded below (nbviewer). Open in new tab: https://nbviewer.org/github/harshb2007/Quant-Portfolio/blob/main/QUANT%20PORTFOLIO/PROJECT-07-Monte%20Carlo%20Option%20Pricing/PROJECT-07_-_Monte_Carlo_Option_Pricing.ipynb.