<aside> ℹ️ About

This homework assignment will build gradually towards the pricing of an option in a game scenario.

• It can be used as an interview question for a junior trader position or really any position that requires computational thinking
• Prerequisites:
  • basic probability including conditional probability (although you do not need Bayes Thereom, just logic. You will need to do a lot of reasoning the same way you need to turn any involved word problem into math statements)

Extra Credit: Validate your answer via simulation. I include my Python code.

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Introduction to the Snake Eyes Game

Options

Simulation

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