# Exotic options by Monte Carlo
B.7 Project 5 from Mark Joshi's "The Concepts and practice of mathematical finance", published by Cambridge University Press.
### Features
* **Vanilla options**
* **Arithmetic Asian options**
* **Discrete barrier options**
* **Antithetic variates**
### Dependencies
* [`Python`](https://www.python.org/) >= 3.7
### Usage
```
python run.py
```
To see an example of the output see `output.txt`.
By Shivesh Mandalia https://shivesh.org
