Monte Carlo simulation

Using Monte Carlo simulation and a software package, compute the value of the initial amount that the hedging portfolio should hold in the stock when replicating a European call option in the Black-Scholes model. [Choose any values for s, T , K, S(0), r, M, and ?s that you deem appropriate.] Then compute the exact value of this initial amount using the analytic formula, and compare the two values.

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