Faculty Advisor or Committee Member
PROFESSOR DOMOKOS VERMES, Advisor
In this project,European Call and Put options,and also American Call and Put options have been priced by some finite difference methods using the C++ programming language.The report describes the following:The theory behind the pricing of options,some pricing methods,and how some finite difference pricing methods have been implemented in C++.
Worcester Polytechnic Institute
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Ampadu, Ebenezer, "Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming." (2007). Masters Theses (All Theses, All Years). 827.
Finite, Finite Difference, Pricing, C++, Finite differences, Derivative securities, C++ (Computer program language)