Vives i Santa Eulàlia, Josep, 1963-Tubella Domingo, Oriol2022-06-222022-06-222022-01-24https://hdl.handle.net/2445/186874Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2022, Director: Josep Vives i Santa Eulàlia[en] We introduce partially the Black-Scholes Model and the pricing options scheme under this model. Then we introduce the Monte Carlo method and the theory that ensures it works and we use it for option pricing. Finally we apply some variance reduction techniques and compare the results.74 p.application/pdfcatcc-by-nc-nd (c) Oriol Tubella Domingo, 2022http://creativecommons.org/licenses/by-nc-nd/3.0/es/Mètode de MontecarloTreballs de fi de grauActius financers derivatsAnàlisi numèricaModels matemàticsMonte Carlo methodBachelor's thesesDerivative securitiesNumerical analysisMathematical modelsinfo:eu-repo/semantics/bachelorThesisinfo:eu-repo/semantics/openAccess