Can I read Valuing Financial Derivatives Numerically on EtoBox?

Valuing Financial Derivatives Numerically by Farhan Sarwar is a document available to read on EtoBox.

What is Valuing Financial Derivatives Numerically about?

This document is a thesis submitted by Davis Bundi Ntwiga for the degree of Master of Science in the Department of Mathematics and Applied Mathematics at the University of Western Cape in South Africa. The thesis focuses on numerical methods for valuing financial derivatives. It introduces mathematical tools for pricing derivatives and discusses the Black-Scholes model. It also examines the binomial model and finite difference methods for pricing options, and applies Monte Carlo simulation to price exotic o

Author

Farhan Sarwar

Language

EN