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Use Monte Carlo simulation to price a Plain-Vanilla put option on a stock whose current price is 50, with exercise price X=48, T=1, r=5%, =
Use Monte Carlo simulation to price a Plain-Vanilla put option on a stock whose current price is 50, with exercise price X=48, T=1, r=5%, = 22%. Assuming the stock price follow lognormal distribution.
- Use spreadsheet to simulate 1000 ST and calculate the put option price.
- Write a macro called MCPut to calculate the put option price with 2000 iterations
need to find montecarlo put option price using spreadsheet simulations and put option price using macro
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