Stochastic Volatility Pricing in Python

Advanced Securities Pricing with Monte Carlo Simulations

Roman Paolucci
Towards Data Science
5 min readMar 25, 2021

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Photo by Shot by Cerqueira on Unsplash

Securities Pricing

There are a variety of methods used to price securities. I would argue that this topic is as much an art as it is a science. This article discusses the advantages of using simulations (mainly in the form of stochastic inputs) for pricing financial…

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