Skip to main content
Ctrl+K
financialkit logo financialkit logo
  • Subpackages
  • History
  • Examples
  • API
  • GitHub
  • PyPI
  • Subpackages
  • History
  • Examples
  • API
  • GitHub
  • PyPI

Section Navigation

  • financialkit.time_value
    • Amortization
    • Annuities
    • Compounding
    • Day counts
    • Internal rate of return
    • Present value
  • financialkit.fixed_income
    • Bonds
    • Yield curves
    • Duration and convexity
    • Immunization
    • Swaps
  • financialkit.options
    • Closed-form pricers
    • Greeks and hedging
    • Implied volatility
    • Lattices and American options
  • financialkit.interest_rate_models
    • Curve-fitted models
    • Heath-Jarrow-Morton
    • Rate options
    • Short-rate models
  • financialkit.monte_carlo
    • Crude Monte Carlo
    • Monte Carlo Greeks
    • Multilevel Monte Carlo
    • Quasi-Monte Carlo
    • Variance reduction
  • Examples
  • Examples
  • Crude Monte Carlo

Crude Monte Carlo#

Expectations as sample means with standard errors and confidence intervals, normal variates from uniforms, and option prices by simulation.

Metropolis-Ulam: the Monte Carlo method

Metropolis-Ulam: the Monte Carlo method

Box-Muller normal variates

Box-Muller normal variates

Boyle: options by Monte Carlo

Boyle: options by Monte Carlo

previous

Examples

next

Metropolis-Ulam: the Monte Carlo method
Show Source

© Copyright 2026, financialkit contributors.

Created using Sphinx 9.1.0.

Built with the PyData Sphinx Theme 0.23.0.