Title page for ETD etd-050509-115331

Document Type	masters report
Author Name	lin, zhipeng
URN	etd-050509-115331
Title	Computational Methods in Financial Mathematics Course Project
Degree	MS
Department	Mathematical Sciences
Advisors	Marcel Blais, Advisor
Keywords	finite difference method monte carlo method
Date of Presentation/Defense	2009-05-05
Availability	unrestricted
Abstract This course project is made up of two parts. Part one is an investigation and implementation of pricing of financial derivatives using numerical methods for the solution of partial differential equations. Part two is an introduction of Monte Carlo methods in financial engineering. The name of course is MA573:Computational Methods in Financial Mathematics, spring 2009, given by Professor Marcel Blais.
Files	courseproject.pdf courseproject.rar

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