642:623 Computational Finance:
Report of Homework 8
Due on Mar 27, 2012 1:00 pm
Tues 6:30PM
Mo Li
Mo Li
642:623 Computational Finance : Report of Homework 8
Explanation
In this assignment, we employ F
Computational Finance - Lecture 2
David Eliezer, based on lectures by Paul M. N. Feehan
Spring 2016
Rutgers University Math 623
Outline
Generation of sample paths of stochastic processes
Our examples
COMPUTATIONAL FINANCE
ASSIGNMENT 1
JOSEPH R. ROSS, JR.
JANUARY 24, 2012
1. Discussion
The purpose of this homework assignment was to determine the price of European Call/Put
Options using several diff
Math 623 Computational Finance - Homework Assignment 4
Murtuza Bengali
Department of Mathematics,Rutgers University,
110 Frelinghuysen Road,Piscataway, NJ 08854
This report delves into explaining the
Math 623 - Homework Assignment 6
Shwetabh Singh
Department of Mathematics,Rutgers University,
110 Frelinghuysen Road,Piscataway, NJ 08854
We write a C+ program to calculate the value of European vanil
642:623 Computational Finance:
Report of Homework 5
Due on Feb 14, 2012 1:00 pm
Tues 6:30PM
Mo Li
Mo Li
642:623 Computational Finance : Report of Homework 5
Explanation
The task of this assignment is
642:623 Computational Finance:
Report of Homework 3
Due on Feb 7, 2012 1:00 pm
Tues 6:30PM
Mo Li
Mo Li
642:623 Computational Finance : Report of Homework 3
Explanation
The task of this assignment is t
MATH623 Computational Finance: Assignment 7
Yilei Rong
March 20, 2012
This assignment was designed to price European-style vanilla call options and up-and-out barrier call
options, using closed-form f
642:623 Computational Finance:
Report of Homework 2
Due on January 31, 2012
Tues 6:30PM
Mo Li
Mo Li
642:623 Computational Finance : Report of Homework 2
[Algorithm]
Algorithm
1. Closed-Form formula fo
Computational Finance - Lecture 3
David Eliezer, lecture notes by Paul M. N. Feehan
Lecturer in Mathematics
Rutgers, The State University of New Jersey
and Numerix, LLC
Spring 2016
Rutgers University