Monte Carlo Simulations for Option Pricing

In this quantitative finance training course, we will introduce Monte Carlo simulations and see how to apply this method to price different kinds of options and to estimate option Greeks.

We will also analyse different ways to accelerate the computation speed with quasi-Monte Carlo, variance reduction methods or code optimisation.

The course is composed of many videos, quizzes, applications and tutorials in Python.

A certificate of achievements will be delivered once the course has been completed with success.