Numerical methods for financial engineering
The pricing of options is part of core content of financial engineering. Black-Scholes-Merton model is the most classic model to solve option pricing with underlying assets of stocks. Finite difference method is widely used to solve partial differential equations. There are three goals of this pape...
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
Nanyang Technological University
2021
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| 主題: | |
| 在線閱讀: | https://hdl.handle.net/10356/149032 |
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