Etd
Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
PublicIn this project,European Call and Put options,and also American Call and Put options have been priced by some finite difference methods using the C++ programming language.The report describes the following:The theory behind the pricing of options,some pricing methods,and how some finite difference pricing methods have been implemented in C++.
- Creator
- Contributors
- Degree
- Unit
- Publisher
- Language
- English
- Identifier
- etd-051807-164436
- Keyword
- Advisor
- Defense date
- Year
- 2007
- Date created
- 2007-05-18
- Resource type
- Rights statement
- Last modified
- 2020-08-25
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Permanent link to this page: https://digital.wpi.edu/show/r781wg08s