Option pricing in C++ using the Monte Carlo simulation
→Leverage - In investments, the attainment of greater percentage profit and risk potential. A call holder has leverage with respect to a stock holder-the former will have greater percentage profits and losses than the latter, for the same movement in the underlying stock.↵
Option pricing is one of the fundamental topics of computational finance. Option pricing can be done using different models, in this example I’m using the montecarlo simulation. Soon I’ll also upload an example using the Black-Scholes model and one using the Binomial model. thank you for watching