OPTION_PRICER.PY

def option_pricer(n, So, k, r, sigma, t):
    import numpy as np
    N = n
    St = So * np.exp((r - 0.5*sigma**2)*t + sigma*np.sqrt(t)*np.random.normal(size = N))
    print(np.exp((r - 0.5*sigma**2)*t + sigma*np.sqrt(t)))
    print(St)
    pv_call = np.exp(-r*t) * np.maximum(St - k,0)
    print(np.exp(-r*t))
    print(pv_call)
    c = np.mean(pv_call)
    return c, np.mean(St)
option_pricer(1000000, 15, 11, 0.0145, 0.25, 1 / 12)