Monte Carlo Simulations for Option Pricing: Overview of the Course

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In this 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 in Python.

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

Below is the course syllabus:
Introduction to Monte Carlo Simulations
Monte Carlo Simulations for Option Pricing Part I & II
Monte Carlo Simulations for Option Greeks
Quasi-Monte Carlo Method
Variance Reduction Method
A Few Tips to Speed Up Computation Speed in Python

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