Financial mathematics: demos
Financial maths (stochastic maths, option pricing, etc,...) is a hobby of mine
(which is code for saying that I don't get much time to spend on it).
This page is home to anything I do that I believe shouldn't be immediately
consigned to the waste basket...
- Explicit Black-Scholes PDE solver:
mathematically informative and functional web page.
- Simple asset pricing: a demo of the lognormal
random walk, a model often assumed for stock prices. (With Marcus J. Ludwig.)
- Binomial Tree Option Pricer: not too
sophisticated (yet?), but under continuing development (as my faith, speed,
and versatility with Java grows...).
Last modified Wednesday, 15-May-2013 18:31:17 BST.
| Department of Mathematical Sciences
| Brunel University