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diff --git a/README.md b/README.md new file mode 100644 index 0000000..0fe26cc --- /dev/null +++ b/README.md @@ -0,0 +1,22 @@ +# 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 +* **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 |