Document Type thesis Author Name AMPADU, EBENEZER Email Address ampadue at aol.com URN etd-051807-164436 Title Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming. Degree MS Department Mathematical Sciences Advisors PROFESSOR DOMOKOS VERMES, Advisor Keywords Finite Finite Difference Pricing C++ Date of Presentation/Defense 2007-05-19 Availability unrestricted
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++.
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