MTH9821 Numerical Methods for Finance is a graduate course for students of Baruch MFE Program. All the algorithm involved in the homework is realized in C++ from scratch.
A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods.
MTH9821 Numerical Methods for Finance is a graduate course for students of Baruch MFE Program. All the algorithm involved in the homework is realized in C++ from scratch.
A project of realizing multiple numerical option pricing methods, including trees, Monte Carlo simulations, and finite difference methods.
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