This project is a Python implementation of European option pricing using the Black-Scholes formula and Monte Carlo simulation techniques.
- Calculate the price of European call and put options using the Black-Scholes formula.
- Perform Monte Carlo simulations to estimate option prices and analyze risk.
- Visualize option pricing results using histograms and density plots.
- Python 3.x
- numpy
- scipy
- matplotlib
- pandas
- Install dependencies:
pip install numpy scipy matplotlib pandas yfinance
- Author: Joshua Musira
- Email: joshuamusira01@gmail.com