README.md


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# Exotic options by Monte Carlo

![Python Version](https://img.shields.io/badge/python-3.7+-blue.svg)

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