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2. Monte Carlo methods for option pricing - Wikipedia

   en.wikipedia.org/wiki/Monte_Carlo_methods_for...

   Here the price of the option is its discounted expected value; see risk neutrality and rational pricing. The technique applied then, is (1) to generate a large number of possible, but random, price paths for the underlying (or underlyings) via simulation, and (2) to then calculate the associated exercise value (i.e. "payoff") of the option for ...

3. Comparison of agent-based modeling software - Wikipedia

   en.wikipedia.org/wiki/Comparison_of_agent-based...

   Building agent-based market simulation models for price forecasting of real-world stocks and other securities Altreva; Utrecht, Netherlands Proprietary; free evaluation version available for research and experimentation (some limitations but no expiration) No programming skills required.

4. National Stock Exchange of India - Wikipedia

   en.wikipedia.org/wiki/National_Stock_Exchange_of...

   Nifty 50 is an important stock market index comprising the 50 largest publicly traded companies on the NSE in India. [28] On 3 May 2012, the National Stock exchange launched derivative contracts (futures and options) on FTSE 100, the widely tracked index of the UK equity stock market.

5. Lattice model (finance) - Wikipedia

   en.wikipedia.org/wiki/Lattice_model_(finance)

   at option maturity, value is based on moneyness for all nodes in that time-step; at earlier nodes, value is a function of the expected value of the option at the nodes in the later time step, discounted at the short-rate of the current node; where non-European value is the greater of this and the exercise value given the corresponding bond value.

6. Monte Carlo methods in finance - Wikipedia

   en.wikipedia.org/wiki/Monte_Carlo_methods_in_finance

   In valuing an option on equity, the simulation generates several thousand possible (but random) price paths for the underlying share, with the associated exercise value (i.e. "payoff") of the option for each path. These payoffs are then averaged and discounted to today, and this result is the value of the option today. [12]

7. NIFTY 50 - Wikipedia

   en.wikipedia.org/wiki/NIFTY_50

   The NIFTY 50 index is a free float market capitalisation-weighted index.. Stocks are added to the index based on the following criteria: [1] Must have traded at an average impact cost of 0.50% or less during the last six months for 90% of the observations, for the basket size of Rs. 100 Million.