A NOTE ON THE BLACK-SCHOLES MODEL AND MONTE CARLO
SIMULATIONS
ALEXANDER HERBERTSSON
1. Introduction
In this short note we give a very brief introduction to the Black-Scholes modell as
well as Monte-Carlo simulations applied to this model. The note is prim

Introduction to MatLab: session 2
GM0702 Mathematics
Alexander Herbertsson
Office: D515
Email: alexander.herbertsson@cff.gu.se
Autumn 2016
Outline
1
Control flow
Logical expressions
The if Statement
2
Loops
The for Loop
The while loop
3
Simulation and Ran

GM0702 Mathematics
Matlab - assignment 2
Code XXX and Code YYY
GM0702 Mathematics: Matlab - assignment 2
Code XXX and Code YYY
%
Please read the instructions in the assignment and found on GUL (fill in your code numbers XXX and
YYY above and in the header

Hints and typos in assignment 2
Dear students,
Here are some hints and typos to assignment 2:
Task 1.2: The solution to this task can be found in the folder Matlab (only for finance students),
see the files task_1_2.m and My_func_ab.m.
Task 1.2: Typo: "Pl

GM0702 Mathematics - matlab: Assignment 1
The following assignment should be submitted via GUL before 17:00 on Tuesday, September 13, 2016. After this deadline it will not be possible to send any files. More
instructions on how to send the report is expla

GM0702 Mathematics - matlab: Assignment 2
The following assignment should be submitted via GUL before 17:00 on Wednesday,
September 21, 2016. After this deadline it will not be possible to send any files. More
instructions on how to send the report is exp