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Using monte carlo simulations to plot different option prices, assuming the returns follow a gaussian distribution

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Monte Carlo Option Pricing Simulator

This project simulates European call/put option prices using:

Geometric Brownian Motion (GBM)
Monte Carlo methods
Black-Scholes comparison

Features

Simulates 1000s of asset paths
Calculates expected payoff and discounted option price
Visualizes sample trajectories and distributions

Requirements

Python 3.x
NumPy, Matplotlib, Jupyter

Example Output

Author

Rayyan Mirza

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Using monte carlo simulations to plot different option prices, assuming the returns follow a gaussian distribution

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