Option Pricing

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OptionTrading

Books

[Derivatives Analytics with Python] 1. Chapter8: A first example of market-based valuation 2. Chapter9: General Model framework 3. Chapter10: Montel carlo simulation 4. Chapter11: Model calibration 5. Chpater12: Simulation and Valuation in the general model framework

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Contents

1. Market-based option valuation 2. Monte carlo simulation 3. model calibration

Lecture

Papers

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