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Course Summary of Computational Methods of Financial Mathematics

Stichwort:

financial mathematics, finite difference methods, Computational Methods, and Monte Carlo

Schöpfer:

Copp, Jessica L.

Advisor:

Blais, Marcel Y.

Herausgeber:

Worcester Polytechnic Institute

Datum erstellt:

2009-05-05

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Efficient Pricing of an Asian Put Option Using Stiff ODE Methods

Stichwort:

option, differential equation, stiff, and financial mathematics

Schöpfer:

LeRay, David

Advisor:

Walker, Homer F.

Herausgeber:

Worcester Polytechnic Institute

Datum erstellt:

2007-05-09

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences