Title page for ETD etd-051807-164436

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	restricted
Abstract 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++.
Files	EAMPADU.pdf indicates that a file or directory is accessible from the WPI campus network only.

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