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Option Valuations with Monte Carlo

Run npm start to view the sample application in dev mode.

This application was developed slowly over the course of perhaps 8 months. I started by reading Mark Joshi's book titled C++ Design Patterns and Derivatives Pricing. My current progress is only 4 chapters in, but I managed to get the code running on nearly every step. The backend for this application is based on the book's chapter 2 codebase.

Understanding the speed of C++ and its prevalence in the finance community, I wondered if I could use the codebase with a prototype technology known as WebAssembly.