📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.
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Updated
Oct 26, 2025 - Python
📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.
Option Pricing with Monte Carlo Simulation — A Python library implementing Black–Scholes analytic pricing, Monte Carlo simulations (with variance reduction, quasi-MC), and advanced derivatives such as Asian, Barrier, and American options. Includes performance acceleration using Numba and comprehensive documentation with visualizations.
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