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Month: February 2015

200 paths of 80 points

Monte Carlo simulations in python

  • Posted onFebruary 9, 2015March 17, 2020
  • Coding

You will require matplotlib for python. import random from matplotlib import pyplot Monte-Carlo simulations are based on random numbers.  Roll a dice which will give a value between 1-6.  You can either add or subtract that value to a running total.  You flip a coin…

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