Learn Finance C++, Lesson 39, Black Scholes Monte Carlo Engine, Part V

We finish off the Black-Scholes-Merton class and test it with million-run simulations, to price both call and put options, with varying volatilities, and strikes.

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Final code samples here:

http://andyjamesduncan.wordpress.com/2013/03/06/learn-finance-c-lesson-39-black-scholes-monte-carlo-engine-part-v/ ... https://www.youtube.com/watch?v=DuYtwhj7QXw