24 posts in total
2021
【课程】Applied Computational Finance
【练习】Option Pricing
【课程】Mathematical Finance
【课程】Financial Markets Securities and Derivatives
【推导】Feynman-Kac To Black-Scholes-PDE
【代码】Financial Toolbox:Portfolio Optimization
【笔记】Option Greeks
【推导】Black Scholes Model
【代码】Asian arithmetic Option
【定义】多时期离散时间模型