Menu

Individual skill

monte-carlo-pricing

Not available

skills/derivatives/monte-carlo-pricing/SKILL.md

Read pinned source

Source commit 9a8fcfcaacd7620afc24dc8c5e79d922135f3e11

What was checked

Matches the observed repository HEAD
Yes
Scanner rules are current
Yes
Repository scan complete
No
Skill scan complete
No
Observed behavior
Local scripts
Last checked
Nov 5, 2026

These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.

Install this skill

Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.

Standard SKILL.md format has not been attested at this commit. No installation command is available; inspect the source.

Repository context

Repository stars (not skill ratings)
134
Repository last updated
Mar 14, 2026
License
MIT

Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.

    Declared tags are partial or unavailable.

    Files and excerpt

    File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.

    Browse files
    Read excerpt
    # Monte Carlo Methods for Derivatives Pricing

> Random number generation, GBM simulation, path-dependent options, variance reduction, Longstaff-Schwartz for Americans, and convergence analysis.

## When to Activate

- User pricing path-dependent or exotic derivatives (Asian, barrier, lookback)
- Pricing options on multiple underlyings (basket, rainbow, worst-of)
- American option pricing via Longstaff-Schwartz regression
- Evaluating variance reduction techniques for pricing efficiency
- Multi-factor model simulation (stochastic vol, rates, credit)
- Convergence analysis and error estimation for MC prices

## Core Concepts