Thanks for your replying,Bearish.My English is not so good.

<t>Hi, Dear all, As for a simple European Call option, the price of the option should be: OptionPrice = exp(-rT)(max(P(t) - K, 0)),where K the the strike price, and P(t) is the price of the underlying stock at time T,and r is the risk-free rate. To price this option with Monte Carlo Simulation, unde...

<t>Hello, everyone. When I am research the stock index data of different country, I have a question: I set the time is from 2006-01-01 to 2013-12-31, and I got the historical data of FTSE100, SP100, HANG SENG INDEX, SSE Composite Index from Google Finance(daily data). But I found that, even if the t...