Black-Scholes Equation

par apoplavsky
Portfolio
Portfolio

The Black–Scholes equation is a partial differential equation governing the price evolution of European options. Here there is example of numerical solution of the Black-Scholes equation using implicit and Crank-Nicolson methods implemented in Matlab.

image of username apoplavsky Flag of Belarus Kraków, Belarus

Me concernant

R&D scientist and developer who has patented inventions and PhD degree. Driven and passionate about solving problems and developing cutting-edge algorithms for technical and financial applications. Able to thing outside the box.

$50 $ US / h

11 évaluations
4.7

Étiquettes