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Learn Finance C++, Lesson 35, Black Scholes Monte Carlo Engine, Part I
We're going to head towards a Monte Carlo engine over the next few lessons.

There's not too much going on here, except the setting up of the calls from main() to the soon-to-be-created new class. It has to be done, however, though this lesson is perhaps just for those who want the 'full' experience, and who learn best by going through all of the motions. We build up the parameters to the Monte Carlo engine and then work out what we need to send the new class for it to be able to deliver us call and put option prices.

http://andyjamesduncan.wordpress.com

The code sections for this Black Scholers Merton Monte Carlo engine will appear with the final part of this lesson series.

http://andyjamesduncan.wordpress.com/2013/02/27/learn-finance-c-lesson-35-black-scholes-monte-carlo-engine-part-i/
...
https://www.youtube.com/watch?v=RSbQU1qh7rU
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