Question
Question 6 The Monte Carlo method for pricing options is often referred to as a method of last resort. Explain why this might be
Question 6 The Monte Carlo method for pricing options is often referred to as a method of last resort. Explain why this might be the case, and when would an analyst use the Monte Carlo Approach to price a derivative? [10 marks]
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Venture capital and the finance of innovation
Authors: Andrew Metrick
2nd Edition
9781118137888, 470454709, 1118137884, 978-0470454701
