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Monte Carlo Variance Reduction with Control Variates | Option Pricing Accuracy

QuantPy 8,831 3 years ago
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In this tutorial we will investigate ways we can reduce the variance of results from a Monte Carlo simulation method when valuing financial derivatives by using Delta-based control variates. Monte Carlo simulations is a way of solving probabilistic problems by numerically simulating many possible scenarios so that you may calculate statistical properties of the outcomes, such as expectations, variances of probabilities of certain outcomes. In the case of Financial Derivatives, this gives us a handy tool for which to price complex derivatives for which and analytical formulae is not possible. Unfortunately, although a great method for approximating option values with complex payoffs or high dimensionality, to get an acceptably accurate estimate we must perform many simulations M. Instead, we can lean on Variance Reduction methods which work on the same principles as that of hedging an option position. i.e. the variability of a hedged option portfolio will have a smaller variance that that of it's unhedged counterpart. ★ ★ Code Available on GitHub ★ ★ GitHub: https://github.com/TheQuantPy Specific Tutorial Link: https://github.com/TheQuantPy/youtube-tutorials/blob/8e64e19629cee840928b51baf4660e5c777e87e7/2022/001%20Jan-Mar/2022-02-04%20Monte%20Carlo%20Variance%20Reduction%20with%20Control%20Variates%20_%20Option%20Pricing%20Accuracy.ipynb 00:00 Intro 01:55 Control Variate & Hedging 06:20 What are the benefits? 09:30 Gamma-based control variates 14:42 Slow python implementation 20:54 Fast python implementation 27:08 Visualisation of Convergence ★ ★ QuantPy GitHub ★ ★ Collection of resources used on QuantPy YouTube channel. https://github.com/thequantpy ★ ★ Discord Community ★ ★ Join a small niche community of like-minded quants on discord. https://discord.com/invite/aY2Af4CxHP ★ ★ Support our Patreon Community ★ ★ Get access to Jupyter Notebooks that can run in the browser without downloading python. https://www.patreon.com/quantpy ★ ★ ThetaData API ★ ★ ThetaData's API provides both realtime and historical options data for end-of-day, and intraday trades and quotes. Use coupon 'QPY1' to receive 20% off on your first month. https://www.thetadata.net/ ★ ★ Online Quant Tutorials ★ ★ WEBSITE: https://quantpy.com.au ★ ★ Contact Us ★ ★ EMAIL: [email protected] Disclaimer: All ideas, opinions, recommendations and/or forecasts, expressed or implied in this content, are for informational and educational purposes only and should not be construed as financial product advice or an inducement or instruction to invest, trade, and/or speculate in the markets. Any action or refraining from action; investments, trades, and/or speculations made in light of the ideas, opinions, and/or forecasts, expressed or implied in this content, are committed at your own risk an consequence, financial or otherwise. As an affiliate of ThetaData, QuantPy Pty Ltd is compensated for any purchases made through the link provided in this description.

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