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financial mathematics
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Course Summary of Computational Methods of Financial Mathematics
Keyword:
financial mathematics
,
finite difference methods
,
Computational Methods
, and
Monte Carlo
Creator:
Copp, Jessica L.
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Efficient Pricing of an Asian Put Option Using Stiff ODE Methods
Keyword:
option
,
differential equation
,
stiff
, and
financial mathematics
Creator:
LeRay, David
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-09
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Creator
Copp, Jessica L.
1
LeRay, David
1
Advisor
Blais, Marcel Y.
1
Walker, Homer F.
1
Contributor
Blais, Marcel Y.
1
Walker, Homer F.
1
Unit (Department)
Mathematical Sciences
2
Publisher
Worcester Polytechnic Institute
2
Resource type
Report
2