In this work - currently only in Italian - Monte Carlo and Quasi-Monte Carlo methods are used in order to find the fair-value of derivative instruments, whose dynamic is given by the financial model of Black-Scholes-Merton. In particular, in the first part is present a MC alternative to the finite difference method in order to solve the Black-Scholes PDE. In the second part, instead, a comparison is made between Monte Carlo and Quasi-Monte Carlo when dealing with the Asian options pricing problem. Both codes, in C language, are present in Appendix.
