🧮 Monte Carlo Experiments – Quantitative Finance

This repository contains Jupyter Notebooks implementing Monte Carlo methods for option pricing under the Black-Scholes framework.

📂 Contents

Notebook File	Description
`montecarlo_logspace_vs_sde.ipynb`	Exercise 4: Convergence comparison between log-space and SDE Euler discretization
`antithetic_variates_straddle.ipynb`	Exercise 5: Variance reduction using antithetic variates for straddle options
`asian_option_control_variates.ipynb`	Exercise 6–7: Control variate techniques using European and Geometric Asian options

Name		Name	Last commit message	Last commit date
README.md		README.md
antithetic_variates_straddle.ipynb		antithetic_variates_straddle.ipynb
asian_option_control_variates.ipynb		asian_option_control_variates.ipynb
montecarlo_logspace_vs_sde.ipynb		montecarlo_logspace_vs_sde.ipynb
requirements.txt		requirements.txt