際際滷shows by User: ZhihanWei / http://www.slideshare.net/images/logo.gif 際際滷shows by User: ZhihanWei / Sun, 05 Feb 2017 05:09:09 GMT 際際滷Share feed for 際際滷shows by User: ZhihanWei Option pricing based on B-S-M model /slideshow/fi520-71770747/71770747 fi520-170205050909
As a winner of the Nobel Prize in 1997, Black-Sholes-Merton option pricing model is perhaps the world's most well-known options pricing model developed by three economists. As a numerical method for solving PDE, finite difference method is highly praised and appreciated by the scientist, taking the advantage of both accuracy and efficiency. In this project, three different finite different methods are implemented on the Black-Sholes-Merton equation and a conclusion is obtained after a comparison in different aspects. ]]>
As a winner of the Nobel Prize in 1997, Black-Sholes-Merton option pricing model is perhaps the world's most well-known options pricing model developed by three economists. As a numerical method for solving PDE, finite difference method is highly praised and appreciated by the scientist, taking the advantage of both accuracy and efficiency. In this project, three different finite different methods are implemented on the Black-Sholes-Merton equation and a conclusion is obtained after a comparison in different aspects. ]]> Sun, 05 Feb 2017 05:09:09 GMT /slideshow/fi520-71770747/71770747 ZhihanWei@slideshare.net(ZhihanWei) Option pricing based on B-S-M model ZhihanWei As a winner of the Nobel Prize in 1997, Black-Sholes-Merton option pricing model is perhaps the world's most well-known options pricing model developed by three economists. As a numerical method for solving PDE, finite difference method is highly praised and appreciated by the scientist, taking the advantage of both accuracy and efficiency. In this project, three different finite different methods are implemented on the Black-Sholes-Merton equation and a conclusion is obtained after a comparison in different aspects. <img style="border:1px solid #C3E6D8;float:right;" alt="" src="https://cdn.slidesharecdn.com/ss_thumbnails/fi520-170205050909-thumbnail.jpg?width=120&amp;height=120&amp;fit=bounds" /><br> As a winner of the Nobel Prize in 1997, Black-Sholes-Merton option pricing model is perhaps the world&#39;s most well-known options pricing model developed by three economists. As a numerical method for solving PDE, finite difference method is highly praised and appreciated by the scientist, taking the advantage of both accuracy and efficiency. In this project, three different finite different methods are implemented on the Black-Sholes-Merton equation and a conclusion is obtained after a comparison in different aspects.
Option pricing based on B-S-M model from Zhihan Wei
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