Monte Carlo Vanilla Option Pricing

Vanilla options are not path dependent, but here the sample path is generated to
1. plot the figure
2. make it easier to modify this code for path dependent option pricing

mc_vanilla_1.gif

mc_vanilla_2.gif

mc_vanilla_3.gif

mc_vanilla_4.gif

mc_vanilla_5.gif

Spikey Created with Wolfram Mathematica 8.0