Pricing Financial Derivatives with AWS Batch

The estimated completion time of this lab is 90 minutes. Please note that pricing the derivatives presented below can incur in costs up to $15.


In this workshop you will learn how to submit jobs with AWS Batch following Spot best practices to price a financial derivative product using Monte Carlo methods. You will be creating a Docker container and publishing it in Amazon Elastic Container Registry. You will then use that container in AWS Batch and run on Amazon EC2 Spot Instances.