Option Pricing — Monte Carlo & Black–Scholes

This project demonstrates option pricing techniques for both technical and non-technical audiences. It explains not only the mathematics but also the intuition behind models and why they matter in real financial markets.

Quick Examples

• Greeks: python examples/example_greeks.py
• Asian option: python examples/example_asian.py
• Quasi-Monte Carlo: python examples/example_quasi_mc.py
• Barrier option: python examples/example_barrier.py
• American option (LS): python examples/example_american_ls.py