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Mathematical finance / Options / VannaVolga pricing / BlackScholes model / Barrier option / Implied volatility / Valuation / Partial differential equation / Volatility smile / Finite difference methods for option pricing


Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems
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Document Date: 2015-10-08 08:18:22


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File Size: 566,46 KB

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