Quantitative analysis

by Nikolai V. Shokhirev

ABC Tutorials

See also Stochastic Labs

Notes 

• Black-Scholes equation
• Binomial option pricing
• Monte-Carlo method
• Differential Equations

Numerical methods

• Numerical method in option pricing (links)
• Numerical method - working formulae
   

Downloads

• Black-Scholes pricing program.

• Binomial option pricing program.

Financial Links

Please e-mail me at nikolai@shokhirev.com

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