Exercise - Computational Finance SS 2014
Exercise Sheets
- I. Modelling Tools for Financial Options
- 1. Options
(pdf)
- 2. The Binomial Method
(pdf)
- 3. Stochastic Processes
(pdf)
- 4. Implied Volatility
(pdf)
- II. Generating Random Numbers with Specified Distributions
- 4. Properties of Random Numbers Generators
(pdf)
- III. Monte Carlo Simulations with Stochastic Differential Equations
- 5. Euler & Maruyama Method and Milstein Scheme
(pdf)
Informationsmaterial zu
Matlab
und
Scilab
Links
ehrhardt@math.uni-wuppertal.de