Options.🌊OPT-0 Options Basis🌊OPT-1/2 Black Scholes & Greeks🌊OPT-3/4 Implied Volatility & Alternative Models🌊OPT-5 Binomial Trees 🌊OPT-6 Exotics Simulation Methods for Option Pricing.🌊OSP-0 Motivation, GBM, Black-ScholesBasics of Simulation🌊OSP-1 Continuous Random Variables🌊OSP-2 Discrete Random Variables🌊OSP-3 Multivariate Distributions and CopulasVariance Reduction Methods🌊OSP-4 Antithetic Variables🌊OSP-5 Control Variables🌊OSP-6 Importance Sampling🌊OSP-7 Conditional Monte Carlo🌊OSP-8 Stratified SamplingSDE Simulation🌊OSP-9 Discretization Techniques🌊OSP-10 Lamperti Transform, Richardson ExtrapolationNon-Smooth Functionals🌊OSP-11 Brownian Bridge Interpolation🌊OSP-12 Simulating the Greeks
