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Implementation of some finite difference methods for the pricing of derivatives using C++ programming

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: Finite Difference; Pricing; C++. Includes bibliographical references (leaf 21).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/173259258
Date January 2007
CreatorsAmpadu, Ebenezer.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis

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