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Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry
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Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry

by Carlos Oliveira
October 2023
Intermediate to advanced
312 pages
11h 1m
English
Apress
Content preview from Options and Derivatives Programming in C++23: Algorithms and Programming Techniques for the Financial Industry
© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2023
C. OliveiraOptions and Derivatives Programming in C++23https://doi.org/10.1007/978-1-4842-9827-5_13

13. Monte Carlo Methods

Carlos Oliveira1  
(1)
Seattle, WA, USA
 

Among programming techniques used for trading equity markets, Monte Carlo simulation has a special place due to factors such as its wide applicability and easy implementation. These methods can be used to implement strategies for market analysis such as price forecasting, or to validate options trading strategies, for example.

A great advantage of the Monte Carlo methods is the fact that they can be used to study complex events without the need to solve complicated mathematical models and equations ...

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Publisher Resources

ISBN: 9781484298275Purchase LinkPublisher Website