Em Andamento

INTEGRATION, MONTE CARLO AND BLACK-SCHOLES EQUATION FOR OPTIONS

The purpose of this lab's to:

• calculate integrals with two different methods: Monte Carlo and quadrature.

• see the expected values of random walks as difference methods.

• examination of an example of integration method in high dimension.

• give examples of differential equations with stochastic data.

• practice on numerical integration, derivation, differential equations, Monte Carlo method, and Matlab programming.

Habilidades: Elaboração de relatórios, Estatísticas

Ver mais: monte carlo black scholes equation, writing equations, values of report writing, the practice of programming, stochastic programming, see writing method, report writing method, programming practice, practice programming, practice of programming, numerical programming, methods of writing report, method of writing report, method of report writing, dimension data, writing matlab, writing lab, statistics matlab, monte, matlab statistics, lab report, differential equations, pricing barrier options monte carlo matlab, matlab example, monte carlo simulation exotic options excel

Acerca do Empregador:
( 8 comentários ) Stockholm, Sweden

ID do Projeto: #5093467

Premiar a:

Zhats

A proposal has not yet been provided

$650 USD em 25 dias
(14 Avaliações)
5.6